They have a grey that they use for ACW Rebs, and it is what I would pick. Save you years and tears of painting doom and gloom grey on that lot.
There can be no doubt that the success of the attack on and stand against the enemy at St. Lambert sur Dives can largely be attributed to this officer’s coolness ... London Gazette, no.36812, 27 November 1944
You might try a brown spray as well - I use brown as a base for my Swedish army as it makes sure that all the odd bits of straps are the right sort of colour and makes bits which i've missed less obvious than if it were done in black. Plus brown might help with a bit of a rag-bag look for the covenanters.
I've used test figures painted a mid grey and washed with a slightly thinned brown shade (GW Codex Grey and Devlan Mud wash) and that seemed to work ok (I also tried a purple wash to get the 'tweed' look........... lets just say it didn't work )
I use Simoniz car primer, it's three quid for a big can of ebay and is the same colour as Vallejo light grey. Just spray it on, block a few basic colours then AP strong tone it and they look great. The same can has done over 100 figures.