We get a glimpse of Lady Jane Grey on the 4th of November 1551 when Edward VI entertained Mary of Guise at the Palace of Westminster.
Edward recorded the details in his diary.
‘The Duke of Suffolk and the Lord Fitzwalter, the Lord Braye and many other lords and gentlemen accompanied by Suffolk’s wife, the Lady Frances, the Lady Margaret [Douglas], the Duchess of Richmond and of Northumberland, the Lady Jane, daughter to the Duke of Suffolk, the marchionesses of Northampton and Winchester, the countesses of Arundel, Bedford, Huntingdon and Rutland, with 100 other ladies and gentlewomen, went to the dowager and brought her through London to Westminster.’
p.44, England’s Boy King: The Diary of Edward VI, 1547-1553
edited by Jonathan North
An example of Edward’s diary.