A 15 year old girl and Lord El-Melloi II's assistant at the Mage's Association's Clock Tower. She is a main character in Lord El-Melloi II-sei no Jikenbo and also the narrator of the story.
Gray is a descendant of the Pendragon bloodline but that's not her original face.
Her family is a family of gravekeepers, running one of the many cemeteries across Britain that claims to be the resting place of King Arthur. But her family, her entire village actually, is part of a cult.
When Gray was born with a passing resemblance to Saber, the cult freaked out and decided to have her be the second coming of King Arthur. They used magic to synchronize her essence to Saber's, planning on having her body transform into a perfect copy of Saber's so that Saber's soul could possess her and bring about the return of King Arthur.
When Saber was summoned in Fate/Zero, Gray's face and hair suddenly changed to be identical to Saber's. The cult, her family, and her mom most of all, treated her like royalty and like an object. She wasn't a person to them, she was King Arthur.
Eventually Waver found out about her. He saved her from her cult village before she could be possessed by Saber's soul and brought her to London.
When Shirou summons Saber in volume 10(in fate/stay night), Gray's body reacts to it just like it did when she was summoned in Zero. This time Gray's hair turns blonde, she gets advanced regeneration abilities, and she gets a dragon mana engine in her body just like Saber has so she basically generates mana just by breathing.