Grey Jedi walk a balance between light and dark. They feel that it is their job to maintain that balance at aNY cost, by any means necessary. So if they feel diplomacy and peace are the way to go, that's what they do. But if they feel a situation is best handled by putting a lightsaber through the gut of the problem or roasting it with lightning then they won't hesitate. The freely use both sides of the force. The closest canon character to a Grey Jedi is Qui-Gon simoly because he regularly flaunts the Jedi Code on service of the Force. In the TLJ trailer there is a image that resembles the Grey Jedi seal from Legends and Luke's mentioning of "It's time for the Jedi to end", that has many people believing the Grey Jedi will be made canon soon.