No, a Grey Knight is a member of a Space Marine chapter exclusively devoted to hunting and slaying demons/demonworshippers. They're scary SOBs, and standard procedure for any non-Grey Knight conscripted to work alongside them is mindscrubbing or execution.<br/><br/>Incidentally, they do have mecha. They're called Dreadknights, and look hilariously awful.<br/><br/>Yo Dawg, I heard you like power armor, so I put some power armor in your power armor... (http://www.games-workshop.com/MEDIA_CustomProductCatalog/m1710176a_99120107003_DreadKnight01_873x627.jpg)