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I like Grey.

Generally, I like both Gray and Grey a lot. Because Julian looks a lot like Dorian, I'd go with Julian Grey in that combo. Whenever I put Grey/Gray in the middle I choose the spelling based on the vowels in the other name to even it out a bit. But in general I prefer Grey a smidge over Gray.

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Graye = ridiculous!

I like Grey the best because that is how I personally spell the word. Gray isn't bad either. Graye just looks wrong to me.

Gray

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Just because I've always preferred that spelling of the word over "grey", and the E at the end seem to unnecessarily feminize it.

Graye is a blatant fake. Gray is black + white in America, and Grey is black + white in the UK. You choose!

Well, if you're using Gray as a tribute to somebody of that name, use their spelling.
If not, use the spelling that is considered correct in your area. Gray in the US, Grey in England, for instance.

Julian Gray / Julian Grey is very handsome, but...it reminds me of The Picture of Dorian Gray.

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Graye doesn't look right at all to me. Too many vowels. The 'e' is totally unnecessary.

Absolutely NOT Graye, whatever you do. Besides being an odd spelling, it looks very feminine and matching it with Julian, even more so. It might as well be Julianne Graye.

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I, personally, love the look of Grey and find it more serious and masculine than Grey, but understand how with Julian it looks better as Gray. I'm a very visual person.

Julian Gray looks best to me. Grey is fine too, but I would go with Gray since your last name is 'E'-heavy. Graye just looks made up imo.

Our last name has an 'e' but no 'a'

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Just so you can visualize the whole name... Our last name is 'e'-heavy, but no 'a's