Greys are a common form of alien in popular lore. Within The Cthulhu Mythos (or, at least, the Delta Green RPG version of it) they are constructs of the Migo, used to contact and mislead humanity, primarily via Majestic 12, in order to further Migo aims. Whether used in this form or not, their mysterious nature, ability to spirit humans away during Abduction events during which time loss is experienced and vague similarity to the Byakhee would not leave them out of place within The Hastur Mythos and beings similar to them appear in the story The Eleven Thieves.
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