Citadel Slaanesh Gray Layer Paint is designed to be multi-layered. This gray color is slightly transparent, so you can use it to build your color over several layers until you're happy with it. Now the paint does require a bit of practice to use, but the results are well worth it.
The layer paints are best used as a 2-step highlight, so two paints for each color but this is a guideline. For example, Slaanesh Gray can be combined with Warpfiend Grey. You start with the darker of the two and apply it to the surfaces that you eventually want to provide this gray color.
Because the paint is a bit transparent you will continue to see the base color a bit, but by using Slaanesh Gray together with Warpfiend Gray you can use that transparency to apply the layers. If you apply the lightest color after the darkest color in maybe 1 or two layers, the last highlight of the lightest color will ensure that you have a great result.