Because grey literature is (usually) not peer-reviewed, it is extra important to carefully evaluate the reliability of these sources. Some questions to consider include:
Pay careful attention to what type of material you are looking at, as this will determine what guidelines to follow.
Once you know what type of source you have, refer to your citation style guide to find out how to cite it.
If your resource type is not on the TRU citation guide, ask us!
Tip: if you cannot find out how to cite a particular source, try Googling "[citation style] cite [resource type]". For instance, I might search "APA cite conference proceeding" if I could not find out how to cite this from the TRU guides. With commonly used citation styles, often someone authoritative has provided and answer to your citation question.