The two were not seen as a likely partnership at the start of the season.
However, manager Javi Gracia showed his faith in both players and they have repaid him with excellent performances.
Both lead the line in a 4-4-2 formation for the Hornets.
"Last season, the way it went, we played together a lot in training but come game day it never materialised," Gray told Sky Sports.
"In that game (Sampdoria) we knew we had to put in a performance if we wanted to carry on in the first game of the season.
"I think it is just the way modern managers have come along (not playing two strikers). Obviously we have more foreign managers and players now, but sometimes it is good to get a bit old school. A lot of teams are not used to two strikers."