Can you save your progress in the Grognak minigame?

The game saves your progress automatically when you quit.

To be certain all your progress is saved correctly, be sure your character is located on the overworld (the map where you can move your character). Once you boot up the holotape once again, you'll have the option to continue your game:

Grognak start screen

Your character will be located outside of the tavern, where you started.