I am going to do a few of these in the next couple of weeks. As you may have noticed - I do animals rather a lot - and have the challenge of dealing with a lot of browns and greys. Brown are easy enough to add more colour to, but what about grey?
I decided to mix it on the paper rather than in a palette. Step one above.
Burnt sienna on top of the blue makes a brownish grey. - leaving the blue for the shadows.