Key works include: "Messiah"[7] , 2004, "Intelligence"[8] , 2005, "Ghost Houses", 2004–2007, "The Golden Space City of God",[9] 2009, "The Magpie Index",[10] 2010, a video focusing on legendary singer-songwriter Roy Harper, "The Magic Mountain" 2013, and "Possessions_inc", 20016-19 [11] His critical writing has been published by Art Monthly, UK and Broadsheet,[12] Australia.

Grayson was Artistic Director of the 2002 Biennale of Sydney,[13] titled '(The World May Be) Fantastic', which investigated 'artists and practices using fictions, narratives, invented methodologies, hypotheses, subjective belief systems, modellings, fakes and experiments as a means to make works.'.

[14] Writing in Art in America in October 2002, Michael Duncan said of the exhibition that it "gave free rein to complex, often offbeat works predicated on alternate realities.

[15] Artists included: Mike Nelson, Chris Burden, Susan Hiller, Vito Acconci, Eleanor Antin, Henry Darger, Janet Cardiff and Rodney Graham.

[16] Grayson curated A Secret Service: Art, Compulsion, Concealment[17] in 2006/7, a Hayward Gallery Touring Exhibition; This Will Not Happen Without You: (Basement to Locus + 1975-2007) in 2006–2007, Arts Council of England Touring exhibition, Polytechnic[18] in 2010 for Raven Row, London, REVOLVER,[19] a series of co-collaborations with Robin Klassnik at Matt's Gallery, London in 2012 and Worlds in Collision,[20] the 3rd Adelaide International in 2014.