Gillespie, who was a team-mate of Grayson's at Ewood Park, agreed to cancel his contract with Sheffield United on January 30, while left-back Camara was freed from Derby at the start of this month.
Camara is also interesting Scottish Premier League side St Mirren but he played under Simon Grayson while on loan at Blackpool earlier this season, and both 33-year-olds have linked up with Leeds with a possible view to joining the club on a full-time basis.