Gray (abdomen) threw a 40-pitch bullpen session Thursday, Nick Groke of the Denver Post reports.
The young right-hander appears to be progressing well in his rehab process, but he acknowledged that he still has a ways to go yet as well. The next steps in his rehab program include a simulated game in the near future followed by a rehab start with Triple-A Albuquerque. His return date should be clear depending on how those two outings go.