The 29-year-old Indian registered a 11-6, 8-11, 12-10, 11-6 win over Castagnet, who won last week's Canary Wharf Classic here.
The world ranked 19 Indian will next take on Egypt's Marwan Elshorbagy, ranked 11th in the world and a former world junior champion, on Thursday.
The Frenchman seemed not fully ready for another gruelling fight, particulary against a player like Saurav, known in the circuit as "speedy Indian".
Saurav had clearly come prepared for the rigors. Unseeded but experienced, Saurav was quick to pluck the first game but from there the contest warmed up to a close tussle.
India's highest ranked player Joshna Chinappa had lost to unseeded Donna Urquhart of Australia 10-12, 11-7, 9-11, 5-11 on Monday.
