Non-Newtonian transport properties of a dilute gas of inelastic hard spheres immersed in a molecular gas are determined. We assume that the granular gas is sufficiently rarefied, and hence the state of the molecular gas is not disturbed by the presence of the solid particles. In this situation, one can treat the molecular gas as a bath (or thermostat) of elastic hard spheres at a given temperature. Moreover, in spite of the fact that the number density of grains is quite small, we take into account their inelastic collisions among themselves in its kinetic equation. The system (granular gas plus a bath of elastic hard spheres) is subjected to a simple (or uniform) shear flow. In the low-density regime, the rheological properties of the granular gas are determined by solving the Boltzmann kinetic equationby means of Grad's moment method. These properties turn out to be highly nonlinear functions of the shear rate and the remaining parameters of the system. Our results show that the kinetic granular temperature and the non-Newtonian viscosity present a discontinuous shear thickening effect for sufficiently high values of the mass ratio m/m_{g} (m and m_{g} being the mass of grains and gas particles, respectively). This effect becomes more pronounced as the mass ratio m/m_{g} increases. In particular, in the Brownian limit (m/m_{g}→∞) the expressions of the non-Newtonian transport properties derived here are consistent with those previously obtained by considering a coarse-grained approach where the effect of gas phase on grains is through an effective force. Theoretical results are compared against computer simulations, showing an excellent agreement.