Not that he needed it. “He was club captain right up until six months ago, so he has got that immediate respect from everyone,” explained forward Jamie Murphy, who revealed that Gray made a few subtle tactical tweaks ahead of Saturday’s 1-1 draw at St Mirren.
The 33-year-old club legend only hung up his boots in the summer to begin the next chapter of his career as coach and could never have anticipated being thrown in at the deep end so soon.
But he has the players onside. That much was clear not just from watching the disciplined and determined defensive display put in by a makeshift back four in Paisley, but also from listening to the players. They want to do well for him.
“We all listened to what he said,” added Murphy. “There were a few things tactically different, a few ideas here and there, and by and large they all went positively.”
Gray made two notable changes for his first match in interim charge on Saturday. Handing Joe Newell the captain’s armband in the absence of suspended skipper Hanlon was the first. Dropping Josh Doig for Lewis Stevenson was the second.
It meant Hibs lined up with a new-look back four of fit-again Chris Cadden, Ryan Porteous, Darren McGregor and Stevenson, with Alex Gogic drafted into the centre of midfield for the injured Jake Doyle-Hayes.
The alterations didn’t do any harm in a largely uneventful first half, both teams by and large cancelling each other out.
Hibs were never really under threat, but rarely looked like scoring themselves.
The first 45 minutes was better than the last 75 minutes of last Wednesday’s meltdown at Livingston, but it could hardly have been worse.
After Josh Campbell’s opening goal, conceding an equaliser from a cross – another one – as late as the 87th minute was of course hugely frustrating. Saints captain Joe Shaughnessy appeared to be unmarked when he popped up just eight yards from goal to smash home Scott Tanser’s whipped low cross from the left.
But tiredness, understandably after such a physically and emotionally draining week, had started to set it as the game wore on.
“I thought we defended well for the most part,” reflected Cadden. “We looked good. We were quite solid throughout the full game and defended really well.”
Cadden prefers operating further up the pitch but the full-back role was not an issue for the 25-year-old utility man, who has had plenty of advice on how to play that role from Gray himself.
“Dave is well liked in the dressing room,” explained the former Motherwell man. “He’s been brilliant for me ever since I came to the club. He played in a similar position, so he’s taken me to the side for tips after games and he’s speaking to me all the time.”
Becoming the permanent manager may not be something Gray feels ready to do just yet, having only transitioned from player to coach in the summer.
But there is enough backing and trust from the squad to carry on, at least, until after Sunday’s Premier Sports Cup final.
Maybe it is written in the stars. He is, of course, already a club legend for scoring the winning goal and lifting the Scottish Cup as skipper in 2016.
With no indication that a new appointment is imminent, he may well have an opportunity to lead the club to League Cup success from the dugout. What a story that would be, and given Celtic’s current form, it is pretty much a free hit for the rookie interim head coach.
Despite the departure of Ross and league form which has still only brought in five points out of a possible 30, Murphy points that it would just take two wins this week against Dundee and Celtic to transform the club’s season.
“If we can go into Tuesday, try and get the win, and head to Hampden next week, hopefully it is one of these special days,” he said. “But there’s a lot of hard work between now and then.”
Murphy himself looked bright in Paisley. After two consecutive starts he is feeling fitter and stronger. He is hoping for an extended run in the team without breaking down again.
“The more minutes I get on the pitch the better,” he said. “It’s been tough. It seems like I play well for six weeks, injury; then play well for six weeks, injury.
“So, I’m looking to try and make it longer than six weeks and getting minutes in the tank is always good, especially before big games.”
It was Murphy’s direct running, cutting in from the left which led to Campbell scoring his first goal for the club.
The counter-attack from one end of the pitch to the other set Murphy free. He played in Boyle, whose shot was blocked, and Campbell slotted home the loose ball from six yards.
The 21-year-old midfielder, who has forced his way into the team and earned a new contract during a wretched run of results, has injected energy into the Hibs midfield during a difficult period for the club.
Murphy likes what he sees in the youngster.
He said: “He’s definitely got the attitude for it. He covers every blade of grass. That’s always a good start for a player, no matter what ability they have. That’s a good starting block.
“He’s working hard every day. He can get better. Hopefully he keeps improving.”
The team can get better too and must keep improving. Gray has a chance to do just that.