Background: The use of Grey Literature (GL) has been investigate in diverse research areas. In Software Engineering (SE), this topic has an increasing interest over the last years. Problem: Even with the increase of GL published in diverse sources, the understanding of their use on the SE research community is still controversial. Objective: To understand how Brazilian SE researchers use GL, we aimed to become aware of the criteria to assess the credibility of their use, as well as the benefits and challenges. Method: We surveyed 76 active SE researchers participants of a flagship SE conference in Brazil, using a questionnaire with 11 questions to share their views on the use of GL in the context of SE research. We followed a qualitative approach to analyze open questions. Results: We found that most surveyed researchers use GL mainly to understand new topics. Our work identified new findings, including: 1) GL sources used by SE researchers (e.g., blogs, community website); 2) motivations to use (e.g., to understand problems and to complement research findings) or reasons to avoid GL (e.g., lack of reliability, lack of scientific value); 3) the benefit that is easy to access and read GL and the challenge of GL to have its scientific value recognized; and 4) criteria to assess GL credibility, showing the importance of the content owner to be renowned (e.g., renowned author and institutions). Conclusions: Our findings contribute to form a body of knowledge on the use of GL by SE researchers, by discussing novel (some contradictory) results and providing a set of lessons learned to both SE researchers and practitioners.