"Little Gray Alien" is an unnamed escort whom Saejima frequents.
Outside of work, she is a school girl who looks vastly different to her signature "alien" look. Her disguise avoids her from being recognised, something that's happened in the past. Despite only seeing Saejima for the money, she cares deeply for him, embracing him when he's down.
Volume 4 of Ino-Head Gargoyle shows her normal appearance.