 Nyorai kuenderera mberi kwechikamu chino - Akatanga kutamba nhabvu yeBedale FC mushure mekupedza chikoro chesekondari paBedale High School. Muna June 1988 Grayson akatanga basa rake nekambani yaakanga atsigira semukomana, Leeds United. KuLeeds akatamba semudziviriri kana wepakati, zvisinei, haana kukwanisa kuve mutambi wekutanga, achitamba kaviri chete mumakore mana. Akasainira Leicester City muna March 1992 uye akaenderera mberi kuita 229 kuonekwa mumakore mashanu. Munguva yake paFilbert Street chikwata chakahwina mukombe weLeague muna 1997, naGrayson achihwina zvibodzwa vachipesana neWimbledon izvo zvakavaisa mufainari, uye akavhoterwa mutambi wekirabhu wemwaka mugore rimwe chetero. 