Grey also guest-starred on Season 2 of the CBS TV medical drama "Code Black" as Beth Jensen a young queer woman battling abdominal pains. She then guest-starred on Season 4 of the Comedy Central series "Drunk History" where she portrayed gay rights activist Marsha P. Johnson. Upon its release, the episode trended on Facebook for two days and was nominated for a GLAAD Media Award for Outstanding Individual TV Episode. The same year the episode was nominated for two Primetime Emmy Awards. Grey was considered for Outstanding Guest Actress in a Comedy Series. On June 3, 2016, it was announced that she was cast alongside Michael K. Williams, Phylicia Rashad, and Whoopi Goldberg to play trans activist and civil rights pioneer Seville Anderson in the ABC mini-series "When We Rise". The series was directed by Oscar winner Dustin Lance Black. In the fall of 2016, she was cast in a recurring role on "Chicago Med", in which she plays Denise, the older sister of head charge nurse Maggie Lockwood. She appeared as a guest star on the legal drama "Doubt" in 2017 with co-star Dulé Hill. Grey played Delilah Johnson, a woman on trial for the murder of a famous athlete. The story line was based on the real-life story of CeCe McDonald.