Upon returning to Gorizia, he joined several Italian patriotic associations.
In 2001 he began a four-year presidency of Assonime, an Italian association of public limited companies.
From 2004 to 2007 he was President of the Italian Association of Sociology.
Moving to the right he became a supporter of nationalism and a founder member of the Italian Nationalist Association in 1910.
It was founded in 1974 as a successor to the Federation of Italian Canadian Associations.
Italian Associations in Uruguay are relatively numerous.
He also served as president of AGIS, the Italian association for the performing arts.
Gray, a staunch critic of socialism, was a founder member of the Italian Nationalist Association in 1910.
He served as the president of the Italian Association of Labour Law and Safety.
Italian Association of Baha'i Studies in 1990.