Dale himself was an underdog when he beat John Higgins to win the Grand Prix title in Bournemouth last October, and the Welshman, who is now the world No 54, said: "Now I know how John felt. Today was probably the first time since the Grand Prix I've got to the third round and been favourite to win.
"I really felt under pressure out there. I've known Mark for years and he's a much better player than his ranking suggests."
Gray, the world No 150 appearing in the last 32 for the first time in his six-year pro career, threatened to pull off another unexpected result when the duo shared the first six frames. But Dale won a scrappy seventh frame and then scored runs of 30 and 38 to win the eighth.
"The bottom half of the draw is opening up now, and I'll be expected to beat Neal to get to the quarter-finals. He showed he's still a fine player with his 5-4 win over Tony Drago.
The world No 16 Stephen Lee accounted for Dale's countryman Paul Davies in another third-round game, and now has the dubious privilege of trying to halt Ronnie O'Sullivan's run towards his fifth title of the season.Reuse content