When you use the term "grey alien", I assume you are referring to a group of beings which have been described not only a being a grayish color but also generally, short with large wrap around eyes. There are a number of these types of beings. Some might be grey but there are a variety of sizes, eye shapes and colors. From my experience, they are the same color that humans are and their eyes, although a noticeably larger than humans, are generally round and humanoid. I refer to these beings in my writings as "surrogates"!
Surrogates are beings that were designed, engineered and built by another group of advanced beings I refer to as "the immortals". The immortals are humans from another age in our earth's history where science had discovered a technology called "other dimensional technology". In order to understand what happened then, we can look at our own society today. Our own contemporary society, stand at the doorstep of other dimensional technology. Granted, we are still a few years off from discovery but when it happens, science will discover how to increase longevity of life. In so doing, science will know that there is a path to immortality. However, it won't be the common man that will be afforded this new technology; it will be there only for the powerful and wealthy- the elite of our society. This new technology will be so profound that it will allow a few people to control the many.
This elite group of scientists and dignitaries will need the common man though because in order to sustain their longevity, they will need raw materials such as gold and other precious minerals- and they will need those who can do the work that the immortals feel are either too dangerous or beneath their dignity to do. In the past, when society was going through this cycle, it was humans that were used to do this work. However, when you allow those considered second class citizens access to advanced technology, it is just a matter of time before they use their knowledge against their overseers.
Surrogates were the answer! Surrogates are beings that are designed to do specific jobs that the immortals once would have used humans to do. Surrogates are beings. They have personalities and some might have a sense of humor. Surrogates are developing and evolving beings just like we are and one day, they too will become unsatisfied with living their lives as second class citizens and the immortals will once again be faced with this issue.
Good luck in your journey
For further reading on this subject, please read the following articles herein-
Advanced Being Aliens, Our Brothers and Sisters of Past Advanced Societies
The Differences between Divine Beings, Advanced Beings and Us
Advanced Being/Alien- Genetics (Part I)
Advanced Being/Alien- Genetics (Part II)
IN THE TIME OF CAIN, THE ORIGINS OF KINGSHIP
IN THE TIME OF ABRAHAM AND LOT
THE BIBLE MYTHS, PART IV
THE BIBLE MYTHS PART V