He was invited to watch the Republic of Ireland train on Monday.
The Irish are managed by Martin O’Neill who was Grayson’s boss during his playing days at Leicester City in the 1990s.
Grayson also spent time watching Wales train in Portugal’s Algarve last week, a training camp attended by new Preston goalkeeper Chris Maxwell.
In between his time spent with Wales and the Republic of Ireland, Grayson was a Sky Sports pundit for the League One play-off final on Sunday.