Perhaps Gray's most famous and dramatic play came in the classic 76th Grey Cup game. Facing his old team, the B.C. Lions, Winnipeg had their backs to the wall, leading by only 3 points in the final minute of the game, with the Lions on the Bomber 7 yard line. Matt Dunigan's pass was tipped at the line of scrimmage and, amazingly, Gray came up with the Grey Cup saving interception, earning him the defensive Grey Cup Most Valuable Player award.
In 1994 Gray was an Assistant Coach with the Lions.