The departure of Gray to Charlton Athletic in his first January transfer window was an episode that Coyle describes as his "first real test" as far as his playing staff were concerned.
"I'd only been in the job six weeks but I was on the verge of losing our top scorer.
"But I took myself into a zone, as I do with these things, and decided it was okay.
"There was a player that didn't want to play for me, so I told Brendan and the chairman to let me handle it and I'd get the best deal possible," he explained to the Lancashire Telegraph.
"I had a truly gifted player - a man who's a legend, a goalscorer and a Champions League player. He was a top class player and a top class man, and he had such an impact on the training ground.
"He still passed the ball like a Champions League player, and from 30 yards to goal he was unbelievable.
"Then from the summer we looked to bring the club on."