Tutoring English, different spellings have novelty value. The tutor mentions one of his favorite pairs.

Looking up gray, my two Canadian dictionaries give the defintion

Merriam-Webster says

I guess they mean the same. I usu. write grey.

Source:

Mish, Frederick C. (ed). The Merriam-Webster Dictionary. Springfield: Merriam-Webster, 2004.

Gilmour, Lorna (ed). Collins Essential Canadian English Dictionary and Thesaurus. Glasgow: HarperCollins, 2006.

Barber, Katherine et al. Oxford Canadian Dictionary of Current English. Don Mills: Oxford University Press, 2005.

Jack of Oracle Tutoring by Jack and Diane, Campbell River, BC.