The Cadmium Zinc Telluride (CZT) Imager on-board AstroSat, consists of pixelated CZT detectors, which are triggered by individual photons bombarding them, and records each such trigger separately as an individual 'event' with information about its time, detector co-ordinates, and channel, which scales with the energy of the photon. This makes it prone to detect not only photons from astrophysical sources of interest, but also to a number of other events. Preliminary analysis of the CZTI data already revealed the presence of cosmic rays. In this work, it is shown that in addition, it is also bombarded with higher energy cosmic rays, which produce signatures previously seen in the PICsIT detector on-board INTEGRAL. An algorithm to automatically detect them is presented. It is optimized to not eliminate known 'double-events', which are astrophysical produced photons and their Compton-scattered counterparts used for measuring polarization of astrophysical sources. The robustness of the algorithm is highlighted by using examples of Gamma Ray Bursts as target sources. The importance of using such an algorithm is highlighted for the detection of short Gamma Ray Bursts.