 Gray became a British citizen in 2006 and in 2014 he was awarded an MBE for voluntary services to Devon's history.He has been involved on the committees of many local organisations including Devon & Cornwall Notes & Queries (committee), the Devonshire Association (chairman and president), Devon History Society (committee), The Devon and Cornwall Record Society (chairman), Devon Gardens Trust, Devon Family History Society (president), the Centre for South-Western Historical Studies and the Friends of Devon's Archives (chairman).In 2006, based on a 16th-century document, Gray claimed that the Cornish pasty was in fact invented in Devon as early as 1460 which not only caused consternation in Cornwall, but was remarked upon as far away as China.