I mean, it's simple enough, no? To make sure that no one kills his allies, Grey fights them both. When the elf comes in and tries to do her bite-bite trick, Grey grabs her neck, walks over to the fire guy while getting roasted, roasting the elf chick at the same time, and than cuts off her head. And than he'll cut off the mage guy's head. Maybe too simplified, but that's the basic premises. Feel free to spice it up Grey style. And of course the others can help however they can as well. Leith still has his magic hand he could use to crush the elf's windpipe like a cracker, Athalus only needs one hand to shoot his crossbow, and Mar has one of Tyrael's Scythes. Who knows what sort of shenanigans went into making it, which may make strange things happen. 

And if all else fails, Grey has an AXE! That's all the thinking he needs.