Gray was placed in temporary charge when former manager Dave Jones was sacked on December 1 and the Owls have since climbed nine points clear of the relegation zone into 17th place.
Their 11-game unbeaten run was halted by Wigan last week, while victory over Charlton in their rearranged fifth-round FA Cup tie would set up a quarter-final clash with city rivals Sheffield United.
"You can see the boys are more comfortable on the ball, instead of more balls down the channels we're playing more on the ground," said former Reading winger Antonio.
"We're passing it around when we can and it seems like the boys are more confident and more up for it."
When asked if this was down to Gray, Antonio added: "Yes, it's got to be really.
"I like Dave Jones, but since he's been gone and Stuart Gray picked it up everything's gone nicely, everything's kind of clicked.
"It seems as if everything's more relaxed. Under a new manager everyone gets a fresh start.
"Chris Maguire has been starting games and getting goals and working wonders. We've all started with a clean slate."