Otis Khan’s first-half penalty was enough for the Green and Whites to record a 1-0 win over the Shrimpers and see off a higher division side for the 23rd time in the club’s history.
Having watched videos of Yeovil’s past ‘giant killings’ in the cup, Gray is looking to create more history this time around.
“We watched some videos in the week and we hope we can get a great draw because you never know where it could take us,” he told iFollow Glovers.
“A cup run can kick on league form and brings morale around the club, plus the fans enjoy it.
“Hopefully we can get a home draw because our home form is really good. We’re confident going into the upcoming weeks.”
Having defeated Phil Brown’s side, Town’s home record this season still reads just one defeat, something the 21-year-old wants to build on.
He said: “We’ve made a big thing of how we want to perform at home this season.
“We’re really confident going into every home game and we know what our strengths are.
“Personally, I’m trying to improve my game and I’m working with the coaches and the manager.
“(Covering more ground), I think that’s something I’ve got to do more. I tried to do that today and it paid off and hopefully, I can continue it.
“It was tough, but I enjoyed the graft and not only me but all the boys put a great shift in and got a brilliant result.”