Grays start with a medium gray to black undercoat. Then work up by dry brushing with light gray toned a bit with some brown or tan, up to white. Maybe using a damp brush at the end to blend the drybrushing in and leave it less patchy. There is a lot of characteristic patterning in real grays. Pictures will help.
Blacks get a black undercoat and a dark brown drybrushing.
You can also get nice results by working in the opposite color direction, first light, then dark, by using staining techniques with thinned paint or ink instead of drybrushing ones. Or do a mix of both if neither alone gives the look you want. You can glue the rider in first, but it is easier to paint them separately. But for that, you need to not cut off the U shaped bit that connects the riders feet and plant that into or onto some sort of painting base. Hot glue onto tongue depressor craft sticks might do.