Spurs needed extra-time to win 3-0 via an own goal from Nathan Tshikuna, before the visitors struck through Dejan Kulusevski and Brennan Johnson.
Gray later said, "I think the most important thing is we got the win. Credit to them, they took us to extra time. Being where they are in the league and credit to them.
"We were not good enough for 90 minutes - quite a few of us were not at the races today.
"We have all played on these pitches when we were younger, so it is not different for us. Sometimes in football, it happens, these games are not going to be easy - the fans were brilliant.
"The quality shone through in the last 15 minutes our fitness showed and nothing to take away from them for what they did in 90 minutes.
"This is what the FA Cup is all about. Get to see all the clubs in English football - it is nice, and the fans were brilliant.
"It was tough, but I enjoyed every minute of it.
"We like to do it the hard way."