Not Gray... too obvious.
You want something longer that can shorten into many things, for more mileage, like how Elizabeth can turn into Lisa, Eliza, Beth, Liz, etc. But in your case, something like:
Gray V. Robinson. You can call him Gray, Gravy, or Mr. Robinson. Feel free to pick a different last name.
Or you can always go with Prince Paul Orestes Atreides. You can call him Paul, Prince, the Prince, Usul, or Muad'Dib, but don't say it too loud.
William Jefferson Clinton (aka William Jefferson Blythe III) is really good. You can call him Bill, Slick Willy, The Comeback Kid, The First Black President, Teflon Bill, or Bubba.
I know from experience that naming pets after presidents makes them act more presidential and awesome. I once had a guinea pig and named him Abraham Lincoln (we saved him right around Lincoln's birthday), and we could call him Abe for short, and say "That'll do guinea pig, that'll do."