Warriors now arrive at Stadionul Arcul de Triumf eager to ruin that unbeaten home record and keep their qualification hopes alive at Stade Francais opened up a nine-point lead at the top of the pool stages on Saturday afternoon.
And Gray acknowledges that Warriors will need a professional display in the Romanian capital.
"I've been to Romania to play before with Bristol and we ended up winning, but it was a very tough game and we perhaps underestimated what we would face," he said.
"It was close at half-time and, after a bit of telling off at the interval, we came out and did the job in the second half.
"It is a tough place to go and there is a big difference between playing them home and away.
"In your own backyard you are normally ok, but when you travel to Eastern Europe you need to be switched on and be professional because they will throw everything they have at you.
"I am enjoying the European campaign and getting some first team rugby under my belt after the Aviva A League games. It is a good chance for players like me to come in and have a go.
"The move back to England has been fantastic and I'm very happy to be here," added Gray.
"Being over in France has a lot of good points, but it does make you appreciate what is on offer here in terms of facilities, professionalism and attitudes.
"The language barrier also made it very difficult so it is nice to be able to speak to the players around me, which helps when you are playing No.10.
"I am enjoying working with Richard Hill again and I've been happy with how it has gone so far this season. Hopefully I can get some more game time in the New Year."