I love this question bec. it conjures up the visual of me grabbing my coffee at Starbucks (in Cos Cob-where everybody knows your name) and racing to the train, just to see it pull out. Now there are two choices: 1)if you have a parking pass for CC, just stay and wait for the next express (20 min) or, 2) drive 4min down 95 to train and hope the local girl scout league is boarding the train in Greenwich with 12 crates of cookies to sell.
The facts: it's 4-5min to drive from CC to G; if you commute you'd have a parking pass for one station's lot, or the other. If you don't have a pass, stealth parking in G can be a challenge-doable, but a challenge.
If you like I'llsend you the train schedules, but at 7am there are so many expresses and 39 min to Grand Central is average. A sprint at the NY end could make up the time lost.and be good exercise!
Come back soon, prices are great at all levels.