Lookman spent time on-loan at Fulham while still with Everton.
Gray recalled to The Sun: "He's one of the most dedicated professionals I've seen who just wanted to work hours and hours on the training pitch.
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He was first in the building and would leave when the staff did.
The biggest thing was trying to educate him that Saturday when we played was most important. We had to drag him off the training ground!
He would stay back for hours working on technical work, taking free-kicks, crossing or shooting.
It was a case of restricting the time he wanted out on the training pitch, the amount of shots he would take, to make sure he had enough energy for us at the weekend.
It was knackering for our goalkeeper who had to face him!"