what help me to "improve" my thinking in gray is that I identified my thought, usually negative to the black, then the extreme positive opposite, and then work my way through the middle. It took a bit of imaginations sometime to find some "gray" alternative. (i write them down, black at the bottom, with at the top, gray in the middle, from dark to light!) So when I had a few alternative, I pick one that fits best with the situation. It was quite an exercise, but it helped.
Hope I was able to explain it in a way it make sense!
Take care
Carla