This was before foundation paints so I used Codex grey first, and then a bit of fortress grey here and there, always using the edge of my brush, instead of the tip.
Now that the foundations are out though, I strongly recommend Adeptus Battlegrey, followed by Astronomicon Grey.
That will produce a farily strong transition between the two highlights, but if you mix adeptus and astro 50/50, you can then use that to smooth the transition.