There is a line he comes out with when told he always seems calm and stoic "ai save my emotions fo when they are most useful" or something like that. to me that somes up the grey Jedi philosophy. If you need more hints on how to play grey read dawn of the Jedi comic books, early on a master explains about balance. Anger can be useful, he says, it can purge like fire, but anger alone is dark.
I try and think of this when playing, i try a serve the ballance, doing good for the most people and saving my emotions for my enemies. example, without spoiling too much, you faced with letting someone kill a sith in revenge, I said no as it severed no purpose, then the person explains it is a duty to their people and would ruin their families good work if they did not, so i let the person use their anger as it was not just blind anger but mixed with responsibility.
I do think the consloure has the most potential for a grey Jedi play through, the knight seamed more suited to the Anakin dark Jedi route, I did some pretty nasty things with him and let his emotions control him, but in the end, once his mission was complete is trying to come back to the light.
Just my opionon anyay. have fun