Despite dominating territory for much of the first half, Warriors lost their unbeaten record in Europe this season when they fell to a 19-11 defeat to Toulouse at the Stade Ernest Wallon last Sunday.
It leaves the Scottish side, currently third in this season's GUINNESS PRO12, three points behind their French opponents ahead of this weekend's return leg.
They can however take heart from their recent unbeaten run on home soil, with their last defeat in all competitions at Scotstoun coming 13 games ago against Toulon in January.
Lock Gray would love nothing better to keep that run going, although he acknowledges his side will need to put in a near-faultless performance against the four-time European champions.
"Toulouse have world-class players who can hurt you from anywhere but we believe that we have learned some very hard lessons from the first game and we have been working very hard to make sure that we are much improved as a result of that from last Sunday," he told the Scotsman.
"Obviously our discipline must be better than it was in the first game and clearly we must take our chances when they come our way, but you must do that in any game at this level.
"We were disappointed with the result but we have taken a lot from the positives that were there in that first performance and you look at the quality of player that Toulouse had in their side, guys like Dusautoir and Harinordoquy, and it was at times almost surreal, yet we dug in and showed real spirit and we can take a lot of positives from that."
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