Context: In the last years, the Grey Literature (GL) had a notable increase in interest in diverse areas of knowledge. In Software Engineering (SE), with the advance of social media, the SE practitioners are heavy consumers of GL, opposite to traditional research papers, such as the Systematic Literature Review (SLR). Problem: Despite the increase of numbers of SLRs, some researchers claim the lack of connection to the practice of SE, due to the lack of evidence derived from SE practitioners. Goal: Introduce methods and techniques to support a Grey Literature Review (GLR) in SE, aiming to approximate the literature review to the practice of SE. Method: First, we will investigate how secondary studies use GL; Second, we will employ a survey with researchers of SLRs and SE practitioners; Third, we will analyze the use of GL according to the context; Fourth, we will review the GL source in SE; Finally, we will propose a guideline to help SE researchers and practitioners to conduct the GLR. Preliminary findings: We have initiated the tertiary study conducting the manual (4,875 studies) and automatic (6,279 studies) searches. We eliminated those that were not an article, and also those were not written in English, remaining 8,019 potential studies. Currently, we are applying the inclusion and exclusion criteria.