Unfortunately, that link didn't load for me, for some reason. So what I'm about to suggest might well duplicate what's there; apologies if so.

The new book "Wordplay: A Curious Dictionary of Language Oddities" by Chris Cole (Sterling, 0-8069-1797-0, $14.95) has a section on the history and various versions of the GRY riddle (which, to people in the puzzle industry like myself, is the most tiresome chestnut ever).

According to Cole, the puzzle first appeared in print in a Newsday column in May of 1975. The puzzle as originally stated (asking for a third common word ending -GRY) had no good answer, so later versions of the puzzle all involved "tricks". He gives seven different versions of the riddle, with answers such as "what" and "language", none of which are satisfying. He also gives a long list of -GRY words derived from about 40 different sources.

--Trip