Drybrush a bit of flesh on a few muzzles. I usually then pick out a contrasting shade of brown to do the tack, a bit of silver for the bit and maybe the rivets where the straps meet at the sides of the bridle. Then work up any baggage dangling on the saddle last, first with a dark color and then drybrush lighter. If you want to paint the hooves to look real, they tend to be tannish to dull brown, look at some pictures, unless the real cavalry unit is using hoof-black for a dressy look, not likely in the colonial outback. Bays are similar but get a black mane and tail, and black or a mix of black and brown up most of the leg and maybe onto the body.
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.