Lord El-Melloi II's assistant at the Mage's Association's Clock Tower.

Spoiler

Gray is a descendant of the Pendragon bloodline but the one she has now is not her original face. Her's is a family of grave keepers, running one of the many cemeteries across Britain that claim to be the resting place of King Arthur. Her relatives, and the whole village even, are a cult devoted to the worship of the King. When Gray was born with a passing resemblance to Artoria, the cult interpreted it as a sign and enacted a plan that would have brought a second coming of the King. They used magic to synchronize Gray's essence with Artoria's, transforming her body into an exact replica for the King's soul to inhabit. When Artoria was summoned in Fate/Zero, Gray's face changed to be identical to the King's and her family started to treat her as royalty and as an object of worship. She was no longer a person, just the embodiment of the King. This behavior, and the loss of her face, caused identity disorders within Gray. When Artoria was summoned in Fate/Stay Night, Gray's body changed once more. Her hair turned blonde, she gained regeneration abilities and a dragon mana engine (identical to Artoria's)