Duncan Gray III has served as rector at St. Peter's Episcopal Church in Oxford, Mississippi. His father held the same role during the turmoil surrounding the racial integration of the University of Mississippi. Duncan recalled his father's leadership:
"One of his mottos—more than a motto, I mean, he lived it—was, 'If you hate those who hate you, they’ve won.' And he refused to go that route.
"So he would be prophetic in his ministry and then go make a call on the folks who got upset. That was the model I grew up with."