The Gray Jedi is a term that can be interpreted in two ways. First, it was used by the Jedi and the Sith to refer to those who walked along the fine line between darkness and light, but did not succumb to the temptation of the dark side!
And yes. For example, Qui-Gon Jinn, one of the most famous gray Jedi, was a convinced follower of the Living Force, but was distinguished by his independence, which was expressed in disagreement with the Council and original behavior.
This term appeared even in the days of the Old Sith Wars, when the Supreme Council sought to strengthen its power and centralize the Order http://ru.starwars.wikia.com/wiki/%D0%A1%D0%B5%D1%80%D1%8B%D0%B9_%D0%B4%D0%B6%D0%B5%D0%B4%D0%B0%D0%B9