Thanks to a visitor I now have pictures of a John Grey and Sons bagpipe.  (I had pictures years ago but misplaced them!)
 
In all probability this bagpipe was made by Henry Starck, who also made bagpipes for other musical instruments and dealers.

What we know is that the stamp or paper label  "John Grey and Sons Ltd" can be found on various musical instruments prior to 1911. 

It appears as if Barnett Samuel and Sons may have purchased the company aound 1911 and continued to market a line of instruments under the tradename of John Grey and Sons
as a subsidiary of Barnet Samual and Sons. 

John Grey and Sons are mostly known for their banjos.
John Grey & Sons