No. I'd need to hear it, but my guess is that it might be a hypercorrection (maybe she went to school in the North, where she would've been told to say /ba:θ/ rather than [bæθ]* - and she's mistakenly extended the rule).
b
PS [æ] isn't quite right, but it's nearer than any other English phoneme, so I've used this in a phonetic trancription.
:up: We're all a bit in the dark. Another possibility (apart from the one I mentioned before) is (mistaken) assimilation to a nearby vowel in a borrowed word; I've heard /gra:nd pia:nəʊ/.
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