Megan Gray has been studying improv since 2004. Her past instructors have included Jackie Clarke, Armando Diaz, Christina Gausas, Kevin Dorff, Dave Pasquesi, TJ Jagadowski and many others. She currently performs at the Magnet Theater with the Megawatt team Junior Varsity. Other shows performed at the Magnet are Kid Cadaver, Mega Lou, Wisdom Circle, World of Tomorrow and Rendezvous.
Megan coached several sessions of the practice group that became Fat Penguin. It was after their first practice with her, that the group came up with the name. Megan coached the group until after their first show.