I do the same ie run through examples in my head and try to find why something sounds wrong. Otherwise I run for the grammar book. I'm quite comfortable with doing this in class. Once I've set them off on some activity I get the book and try to find the explanation. I've always said to my students that nobody knows all the answers all the time (except Mr Swan maybe
)so they don't start to lose faith in my ability as a teacher when I go for help.
A reply I often use for the student who won't let it go is that sometimes it's more important to use the language that is in common use, which may not be 100% correct, rather than be spot on but it sounds strange to the vast majority of people you speak to. Some might say that I'm being irresponsible but I'd argue that I'm teaching them 'real' English.