1. Blocking, blocking, blocking. As others have said, don't leave a spot a grey can get to your bait. I only use one set -- a dirt hole. Deep, and I like sort of a step down, more narrow in the width and taller up and down -- like when your dog digs a hole. Don't use stuff for blocking that's large enough for the fox to stand on, or it will.
2. Gang set. Greys often travel in pairs, or their home range is so small that if one gets caught, its mate can track it down pretty fast. Unless your scouting shows you otherwise, a location is probably done after you catch the second fox.
3. Good cat gland lure is good, you can improve it with castor and fish.
4. Pre-baiting right before season -- drill some 2" holes and load them with grease, cooking oil, rendered lard and/or fish oil and a dab of castor -- is the key to big catches. If you pre-bait a week before you set, just set the holes that show some activity. The rest you can forget.
5. Greys have small home territories so forget about the mentality of setting canine sets miles apart. In some areas, I've set 40-50 sets in a two mile stretch, and even then I thought I was spread pretty thin.
6. Other than a prime western pale bobcat, they are the prettiest western furbearer.