Games like THE GREY MAN
Games like THE GREY MAN include Terraria, DAVE THE DIVER, There Is No Game: Wrong Dimension, A Short Hike, and FEZ. We matched them by the tags players give THE GREY MAN on Steam (Casual, Collectathon, Adventure, Pixel Graphics, and Puzzle Platformer): closest matches first, and among equally close ones the better-known games.

Terraria
Shared: Pixel Graphics · Adventure · Sandbox

DAVE THE DIVER
Shared: Casual · Pixel Graphics · Adventure

There Is No Game: Wrong Dimension
Shared: Adventure · Indie · Pixel Graphics

A Short Hike
Shared: Adventure · Casual · Exploration

FEZ
Shared: Pixel Graphics · Indie · Casual

Slime Rancher
Shared: Adventure · Exploration · Casual

Starbound
Shared: Adventure · Pixel Graphics · Sandbox

Cookie Clicker
Shared: Casual · Pixel Graphics · Collectathon

Webbed
Shared: Pixel Graphics · Puzzle Platformer · Exploration

ANIMAL WELL
Shared: Pixel Graphics · Puzzle Platformer · Exploration

OneShot
Shared: Pixel Graphics · Indie · Adventure

Moncage
Shared: Casual · Adventure · Indie

Reventure
Shared: Adventure · Pixel Graphics · Indie

Thank Goodness You're Here!
Shared: Adventure · Casual · Exploration

INMOST
Shared: Pixel Graphics · Adventure · Indie

Chained Together
Shared: Adventure · Casual · Puzzle Platformer

Forager
Shared: Pixel Graphics · Indie · Adventure

Journey
Shared: Adventure · Indie · Exploration

Firewatch
Shared: Adventure · Walking Simulator · Exploration

Click the Button
Shared: Casual · Indie · Pixel Graphics

Five Nights at Freddy's: Into the Pit
Shared: Adventure · Pixel Graphics · Exploration

Growtopia
Shared: Casual · Adventure · Exploration

McPixel 3
Shared: Adventure · Pixel Graphics · Casual

Pikuniku
Shared: Casual · Adventure · Indie