She was best known for her theatre roles. She recalled once, "What a gift that would be to have more of a permanent record. A stage performance is just that, then it's lost. When I see movies on TV, I think, 'How great to have that.' But why look back? The decisions I made, I made. I can't change that." In 1973 she took over from Angela Lansbury in the London production of Gypsy at the Piccadilly Theatre. In 1987 she starred in the London production of Stephen Sondheim's 'Follies' at the Shaftesbury Theatre to great acclaim and appeared in The Royal Variety Performance of that year with a show stopping performance of the song 'I'm Still Here' from the show. In 1978 she also appeared on BBC TV's long running variety show 'The Good Old Days'- Chairman Leonard Sachs had also appeared in 'Follies' as theatre owner Dimitri Wiseman, introducing Miss Gray, one of ' The Wiseman Girls'. Theatre critic Michael Phillips wrote Gray's voice sounded like "a freight-train slathered in honey".