Here's the script; on leaving drama school you work hard to land the TV drama roles and become established as a nice guy, playing docs with a nice bedside manner in the likes of Peak Practice and Casualty.
But then you are offered nothing but nice-guy roles. And you desperately want to play a baddie, a gangster or a character with a soul as dark as January.
Then when you land the part of psychopathic factory boss Tony Gordon in Coronation Street, all is wonderful.
Until you leave the soap and try to do something different.
"That's often how it goes," says the 45-year-old, who once appeared in River City as serial womaniser Billy Davies.
"What happens in this business is you are cast in the way you're seen at the moment.
"For years I was cast in parts in which I was seen as the nice guy. I couldn't get arrested to play a villain. Then, all of a sudden, I was offered nothing but villains."
He adds, smiling: "We are always doing the job that will lead us to the next job. So the hope is this job will let me be seen in a different light."
Gray is currently starring alongside Les Dennis and Claire Goose in touring theatre play, The Perfect Murder.
The play tells the story of Victor Smiley and his wife Joan whose marriage has reached crisis point.
Victor decides there is only one way to get Joan out of his life forever (we're not talking divorce) but he's about to get a nasty surprise.
Stewarton-born Gray plays Joan's lover, Don.
The former RSAMD student reveals he's been keen to try comedy for some time.
He said: "I've been asked to do plays for a few years, but doing revivals of old plays doesn't interest me. However, this is a new play, an adaptation of a Peter James novel.
"And once I read it I realised what a great dark comedy piece this is.
" I haven't done comedy before and that appealed to me. What I've learned as an actor is you have to work harder with comedy than drama.
"You've got to time your lines exactly to get the laughs. And then you've got to let the audience laugh once they start to go, and not crash over them."
Gray, who played Prince Charles's valet in The Queen, is philosophical about the business; one minute you are on television with audiences of 15m and the next in a theatre being watched by 1500.
"It's the nature of the game. I loved Corrie, the writing was great, as was the exposure you get. I think I did more than 196 episodes one year.
BUT the problem is the exposure. Casting directors think they know what you can do and so you become pigeon-holed.
"However, I've been blessed as an actor. I had a 10-year period in which I worked all the time. Each job led to the next and it was fantastic.
"I'm not talking just about financial rewards, I'm talking in terms of head-space, where I knew what I was doing next.
"Now that's not the case, but it's all about confidence and biding your time."
Following Corrie, Gray starred in Titanic: Blood and Steel, with Derek Jacobi. Afterwards, the phone didn't ring quite so often.
"I've got no regrets about it. But now I'm getting back to basics and I'm really pleased I chose to do this play.
"It has got me hungry again. And perhaps I was waiting for the 'correct' role after the last big role, but sometimes it doesn't come about. And that's what you have to accept.
The re-invention will work. A new profile will form in the heads of casting directors and who is to say Gray won't re-emerge in a TV sitcom?
He is certainly talented and popular enough, and his attitude is hugely positive.
There's another delight in choosing the present acting route. Gray gets to work with old pals such as Dennis, whom he met on Celebrity Family Fortunes, and Claire Goose, whom he met 16 years ago in Casualty.
"The touring for 16 weeks is hard but we rent houses together and are like a great little family."
Gray clearly loves to be working. "I'm an actor. That's what it says on the tin. It's what I do."
Did the need to act emerge from the fact he was one of seven children? Was there constant vying for attention?
"All of my family ignored me completely, so maybe you are right," he says laughing, offering the line with perfect comedy delivery.
n The Perfect Murder, King's Theatre, Glasgow, March 17-22.