Offbanner Gray

I just gave mine a standard build.
Zanbato,Bonfire,Fury, Vantage/desperation,C skill is flexible and +atk seal( I only use him for Sword valor)
If you really want to invest into him then either make him a Cavalry slayer or defensive wall.

Horse slayer:
Zanbato(Special refine)
Moonbow
Deathblow or fury
VAntage or desperation or Wrath(Only if you really like him)
C skill is flexible
+def/spd seal

Defensive wall
Wodao+(def)
Bonfire(for faster specials)
Fury, Sturdy blow.
QR or vantage
C skill is flexible
+3 def, QR or close defense seal
(I don't think fortress defense is a good idea cause that -3 atk with that atk bane will make gray have a hard time killing enemy units but it's an option)