The Grey Man is a private man. He practices with his weaponry in private, or only with his fellow Grey Men, always in a secluded location. If he must resort to use of a public facility, he schedules his practice for times when he is likely to be the only one there.
At such times he would probably wear bright clothing, to be remembered only as ‘that guy in the red jacket and sunglasses’, a quite different person from his usual persona. If right-handed, he would always occupy the leftmost station on a NRA bullseye pistol range, with his back to an observer, or the rightmost one for riflery or combat pistol practice.
The Grey Man does not drive a pink Cadillac with steer horns on the hood, NOR does he drive the biggest mutherin’ 4X4-with-all-the-bells-and-whistles BOV in the lot. The older his vehicle is, the rustier, the less likely it is to draw attention (or to be stolen, for that matter). This vehicle is, under its exterior, scrupulously maintained and in excellent running order.
If pulled over by authority on the basis of appearance, it can be shown to meet or exceed all requirements under licensing laws, and an obsequious co-operative manner precludes a search under the seats. The Grey Man does not speed on the highway: cruise control is his friend.
So is the Highway Patrol: he waves to any he sees. If he travels the same route constantly, at the same times, The Grey Man becomes a ‘fixture’ and can be dismissed from conscious observation.