Writing Morally Gray Characters

Tip 1: Include their conscience. Morally gray characters usually waver between doing right and wrong things, and it's important to include the emotion, thought processes, and moral debate going on with that.
Tip 2: Provide logical motivation. What the character is doing should make sense with regards to their characterization and background. Even though the reader probably doesn't agree with the action, they should understand the motivation.
Tip 3: Evoke empathy! Morally gray characters are typically very complicated and conflicted. The more your reader feels for them, the more engaged they will be with the story. Remember, these characters (well, actually, all characters) should have depth and a level of realism to better draw in your readers!