In August 1941, she was taken into the company at the age of fourteen and joined them during a provincial tour, at
Burnley. Her first appearance with the company was in the
corps de ballet of
Le Lac des Cygnes. She progressed through the company at a steady rate. Her first solo role was as one of the Blue Skaters in
Frederick Ashton's
Les Patineurs. Her first lead role was as the Serving Maid in
The Gods Go A-Begging "with a charm and style remarkable for a child of fourteen and a half". On her fifteenth birthday, Dame Ninette de Valois gave her an inscribed copy of Gordon Anthony's book on Dame
Margot Fonteyn and the opportunity of dancing Odette-Odile in the full-length
Le Lac des Cygnes. In 1942,
Robert Helpmann created the first role for her in his second ballet
The Birds where she was The Nightingale. In April 1943, she created her first dramatic role as Duessa in Ashton's ballet,
The Quest, which was based on
Edmund Spenser's
The Faerie Queene. On 1 March 1944, she first portrayed the main role of
Giselle in
Derby. She then performed the role in London for the first time on her seventeenth birthday. Grey is also known for her interpretation of
Myrtha, Queen of the Wilis, which she first performed in 1946. She first performed the role of Princess Aurora in
The Sleeping Beauty on 20 June 1946 at the
Royal Opera House, Covent Garden. She was invited to screentest for the part of the French Princess in
Laurence Olivier's 1944 film
Henry V, who had been introduced to Grey by Helpmann. However, when de Valois heard, she put an end to it. From 1957 until the mid-1960s, Grey was an international guest ballerina across Europe, South America, Australasia, the Far East, the United States and Canada. In 1957, she became the first English dancer to appear as a guest ballerina with the
Kirov and
Bolshoi Ballet. Grey was the first Western guest artist to dance with the Bolshoi Ballet (1957–1958), and to appear with the
Peking Ballet and Shanghai Company (with a Chinese partner) in 1964. She was the subject of
This Is Your Life in April 1974 when she was surprised by
Eamonn Andrews at the London Festival Ballet's Donmar rehearsal studios in London's Covent Garden. ==Personal life and death==