Best approach to grey that I've found is straight out of white dwarf -
Prime with white spray
(All following stages included use of lhamian medium)
Base coat with Celestra Grey
Layer with Ulthuan Grey
Wash (colour of wash depends on surrounding colours, could be Nuln Oil, or Drakenhof Night Shade)
Layer again with Ulthuan Grey leaving some wash showing in the recesses.
Edge highlight with White Scar.
The grey goes on a great deal easier than white, and I've found this method to be much quicker and requiring less layers than going white - white - white.
Hope this helps