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Should Gray resign? Were you surprised he was considering this?

No. This is what he does and he really does love it. He was just trying to protect his parents.

No, he shouldn't resign. The Guild already knows where his parents are and I wouldn't expect them to stop endangering them just because Gray is no longer with Sigma - they'd expect that Sigma would come to Gray's (and his parent's rescue whether he still was on the team or not)

I don't think he would be happy at a desk job, so no.

No i think his parents wouldn’t want him to quit because they know he loves his job.

I wasn't surprised that Gray would do this to protect his parents from future harm. As to whether he should, I'm ambivalent - I could never work out why Rollins shifted fron Painter as the main protagonist in the first place...?