In July of 2016, Grey was cast in the limited series Godless on Netflix as William McNue. Grey can be seen in six of the seven episodes as the son of Sheriff Bill McNue (Scoot McNairy) and the nephew of Mary Agnes (Merritt Wever).
Winner of three Primetime Emmy Awards and nominated for eleven, Godless is set in the 1880s American West where a murderous outlaw gang leader Frank Griffin hunts for ex-protege Roy Goode. Frank’s chase leads him to La Belle, New Mexico – a town inhabited, after a mining disaster, almost entirely by women.