Today, however, the Elland Road chief is determined to nudge his friend a step closer towards League One as Leeds make the short trip down the M1 to Bramall Lane.
“Micky hasn’t had much luck,” said Grayson ahead of his side’s 10th and final Yorkshire derby of the season. “And, hopefully, he won’t have much more (today). I was here as a young boy when Micky was here and we have got close over the years.
“He is a good bloke, who is hard-working and knows what he is doing. He is an infectious character and is someone I have looked up to in my career.
“But, believe me, until Saturday tea-time I won’t have any sympathy for him, Sheffield United or any of his players.
“It is all about what we need to do to get three points. Micky will feel the same. He is a Sheffield United fan and they are his club so he will be desperate to do well.”
Grayson’s debut for Leeds came in a goalless draw at Huddersfield Town’s old Leeds Road on September 15, 1987.
“Micky was playing on the left- hand side and me in the middle,” recalls the Leeds manager. “I did all his running against Huddersfield.”
In contrast to United’s season, the Blades have had a traumatic campaign that has seen four managers take charge and the club plunge deep into relegation trouble.
With nine games to play, Adams’s men are six points adrift of safety and time is running out for the 49-year-old lifelong Blades fan.
Grayson said: “No team is too big to go down to League One, as we found out a few years ago. Manchester City and Sheffield Wednesday have also been there.
“I couldn’t have imagined when we met at the start of the season that Sheffield United would be second bottom when we next played.
“At the start of the season, many had them down as one of the favourites for the division.
“They are a top six club and everyone expected that. They have changed managers on a couple of occasions and the players have not performed to the best of their ability.
“But we are fully aware of what they are capable of. Where they are in the league makes no difference as games against Sheffield United are always tough.
“It will be a battle and the tackles will be flying in. We have to show the same passion as we have recently.”
Grayson has a number of decisions to make before naming his starting XI with Paul Connolly back to full fitness and Luciano Becchio pushing for a recall after starting the last two games on the bench.
The United manager also has to decide before Thursday’s transfer deadline whether to bolster his squad ahead of the run-in.
On the likelihood of Leeds moving into the transfer market, Grayson said: “If a good player becomes available then we will look to do something. The chairman says I can go out and bring someone in. But the likelihood of clubs allowing players out at this time are slim. In the Premier League, most are fighting for survival or pushing to be in Europe.”