Watford's first goal came from a free kick after just five minutes by Gerard Deulofeu, whose wicked delivery was met by Troy Deeney to give the Hornets the lead.
"I will always be grateful for Watford, I have said many times".
Ndidi hit the woodwork with a mishit cross as Leicester cranked up the pressure and they equalised in the 75th minute, Vardy racing onto Youri Tielemans' throughball in trademark style to beat Foster.
But, after a poor clearance by Kasper Schmeichel, Deeney lifted the ball into the path of Gray and the substitute beat the Leicester goalkeeper in stoppage-time.
Brendan Rodgers issued few updates on the striker's progress towards the end of his time in charge at Celtic but Lennon appears determined to keep him at the forefront of his mind after taking over as interim manager.
US Senate set to reject Trump's emergency declaration
At the same time, he signed an emergency declaration to shift $3.5 billion from military construction accounts to the border wall. McConnell told reporters that he had hoped Trump "wouldn't take that particular path" of declaring a national emergency .
"We are still in there, it is really tight with 11 games to play". It is something that will get better as we work together.
"I made a lot of good friends down there".
As for the summer, Rodgers believes that he will have the support of the Leicester brass, saying: "There is no doubt we will look to improve, but there is no figure, no number". I was pleased despite not getting the result. "It is an important amount of points for us, but I can feel the players want more and more".
Kris Commons is confident Leigh Griffiths will be back before the season is out and claimed Brendan Rodgers hardly spoke to the player since the turn of the year.
"It would be great to have that opportunity going into the last couple of games".