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Here's a very in-depth Grey Knights faction focus video I've made:

https://www.youtube.com/watch?v=SVoJPpU9_Sc

For your convenience, it's split into chapters. The timestamps are on the YouTube page, allowing you to skip only to the chapters that interest you. The video also has subtitles.

Topics covered:

What you need for a Grey Knights Kill Team
Who the Grey Knights Are
Grey Knights Abilities
Grey Knights Weapons
Grey Knights Weapons – Mathhammer stats
Grey Knights Tactics
Grey Knights Strengths and Weaknesses
Sample Grey Knights lists (which are split into 100- and 125-point lists)
Sample Grey Knights rosters

I hope you guys find this useful. ^_^