"Usually, I'll have someone walking behind me," she says, "just to make sure nothing happens."
Such are the hazards when you're the world's most in-demand model of elegant balloon wear.
"It started when I was getting ready to go to a convention here last year, and I didn't have anything to wear," explains the pretty 21-year-old brunette from Mesa, who fit her statuesque 5'9" frame into an inflatable Victoria's Secret-style number for a photo shoot at a downtown Phoenix studio.
"I wanted to stand out, but I didn't want to look stupid, dressing up when nobody else was. So I got together with some people, and we decided it'd be cool if I wore a balloon dress."
It helped that the convention Gray was attending was DiamondJam, one of the four largest annual conventions of serious balloon artists in the world. At big balloon fests like the D-Jam -- which holds its second annual four-day, uh, blowout at the Mesa Holiday Inn this weekend, an event open to the public -- a growing subculture of adventurous "twisters," as they call themselves, puff, pinch and sculpt raw latex into creations wild beyond the dreams of the average birthday party clown. Life-size cars. A working swing set. A King Kong that you can actually crawl inside and wear.
Gray had gotten into twisting herself four years ago when, while working as a waitress at a Macayo's in Mesa, she watched a balloon lady come into the restaurant one night, twist a few balloon animals for the kids, and walk away with more love -- and bigger tips -- from the crowd than Gray could get in a week of slinging plates.
"She comes in, she does her balloons and goes home," Gray says. "And everybody loves her! I was so fed up with serving, and having everybody always mad at me, I just thought, 'That's what I wanna do!'"
Gray hooked up with the Valley's twisting community through an international Web forum, BalloonHQ.com, and began learning the craft by attending the monthly meetings of what turned out to be a very active and creative group.
"Here in Arizona," Gray says, "we're like the one state where twisters actually get together and jam out." As in all cliques, the twisters have their own petty squabbles and competitions. But Gray feels it's ultimately one line of work totally dedicated to the pursuit of happiness.
"If you're not happy," she says, "you won't be successful in this field."
Last January, when she came up with the inspiration to wear a balloon dress to the convention, she tapped the talents of a favorite Canadian twister, Mark Verge, who fashioned her a huge hoop skirt made entirely out of pink, blue, yellow and white balloons.
"Mark Verge designed that one, which I wore and everybody loved," she says, pointing to a picture on her ever-present laptop. "And then after that, it just took off."
Other twisters around the globe, inspired by Internet pictures of Verge's design and by Gray's sexy embrace of balloon wear ("It's a little warm, because of all the latex," she says, "but it feels exciting!"), began making up their own imaginative creations for Gray to show off and inviting her to their events -- taking her as far away as Belgium, Germany and Amsterdam. Before long, the twisters had their very own international supermodel.
"Well, it's not like people are always calling me to say, 'Hey, would you model my balloon dress?'" she says, laughing. "But it's kind of going that way. Everybody knows JoAnn is the girl who'll wear the balloons."
Already, the role of the twisters' "It" girl has been good for Gray, a young single mom with a 2-year-old son. She ditched plans to study psychiatry so that she'd have more time to devote to both making and modeling balloons.
"Most people I know my age are like, 'Are you crazy? Do balloons?' They don't believe you can make good money at it.
"But you can," she adds. "And you can be happy. I probably never would have visited Europe until my old age. But now, I've been there twice in one year. And I'm going back again in May."
Gray says she's turned three other waitress friends -- including a former Hooters girl -- on to the bigger, happier world of balloon twisting.
"I'm telling you, once you train somebody and they go try it," she says, smiling, "they never go back."
They meet the last Wednesday of every month, at the IHOP at Alma School and Elliot roads in Chandler.