One other thing, apart from good birth and controversial religious opinions, which links them as a group is that most of them managed, despite their noble, or at least good, birth to contact marriages with second or subsequent husbands well below their own station. This, which was so often a worry for families with daughters of marriageable age, was something they discarded. Not for them the traditional life of the pious widow or vowess. Some of the marriages seem surprising given the background of the ladies and their husbands, who were not in a position to aid their wives as Lord Stanley had been able to support Lady Margaret Beaufort.
Katherine Parr's fourth marriage as Queen Dowager to Lord Seymour raised eyebrows, and, although not without parallel (Adeliza of Louvain and Katherine of Valois come to mind), appears hasty and unusual. In the case of the Grey sisters their position as heirs or potential heirs made their marriages ones of immediate concern to the monarch at the time.
Determination to achieve what they wanted, be it in religious, political or personal terms seems to be the distinguishing mark of these women. the cost might be high, indeed fatal on occasion, but they were not to be deterred.
Mr. Whitehead recommends Leanda de Lisle's book on the Grey sisters which I have highlighted before.