Linguistic nerdishness regarding pronunciation incoming.
It's good to be wary when you think you pronounce different words differently. Spelling can heavily influence the perception of what we say without altering the pronunciation itself. It's extremely common and the only way to show it is to record the sound of two words being spoken and objectively comparing the soundwaves.
So I'm not saying "gray" and "grey" are not pronounced differently (they can be, depending on dialect - in IPA terms, it could be the difference between /e/ and /ɛ/, and I think some dialects may go as far as /ć/. The first is a mid-vowel, the next two are each more open. ). But some of y'all might *think* you're pronouncing differently because you keep in mind different spelling. I'm not saying this to any particular person (and I'm not saying it's NECESSARILY true), I'm pointing out the possibility.
No, really. People can swear they pronounce something differently than they actually do. Polish devoices sounds at the end of words (so "d" becomes "t", "g" becomes "k" and so on). It's not optional and every native speaker of Polish does it. But I've met several people who insist they can hear the difference between "kod" ("code") and "kot" ("cat"). They don't and they can't, and it's easily provable (e.g. people can't distinguish between the recording of the two words). But the spelling with a "d" is so suggestive that people expect the spoken "d" sound to be there, so they perceive it as such, even as they pronounce it (correctly) as "t".
(similarly, people often claim to be able to hear the difference between sounds that used to be different, but now they are different only in their spelling. In Polish, the sound "oo" can be spelt both as "u" and "ó", and they are no different, the two spellings exist for historical reasons - the difference disappeared a couple centuries back, so it's extremely unlikely anyone will distingish those. But speakers of standard modern Polish will still claim otherwise, because it *feels* like these two should differ).
EDIT: also, one of the first things I heard at my Phonology lectures at the university was: "don't look at spelling. And never, ever ASK people how they pronounce something if you want to determine the person's pronunciation". The issue being, it's very easy to let spelling influence the way you *think* you say things. Recording a word or phrase spoken by a person who didn't consciously try to pronounce the word "right" is usually much safer.