The former Darlington chief took charge at Bootham Crescent at the start of October and since then York have won three of their eight National League North fixtures.
Consistency has been difficult to come by and the Minstermen exited the FA Trophy on Saturday at Kidderminster Harriers.
The current holders may be out of the competition but Gray saw some positive signs from his players - especially in the second half.
“The substitutes came on and had a real positive impact,” the boss said following the game at Aggborough.
“There were positives to take for sure because we were only undone by a minute of madness.
“I’m trying to change the mentality, change the way we want to try and pass the ball and it was the best second-half performance we’ve had since I’ve been here.
“It’s going to take time. It’s about personnel and about understanding what we’re trying to create. We need a winning mentality to back that up and the second half performance was very strong.
“We’ve got lots of games now in the next three or four weeks and we need to get back to winning ways this Saturday against a good Blyth team.”
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