For Missandei: A long black jacket with black pants and high-knee boots are the essentials for this costume. Don't forget that you can also wear her iconic blue crisscross dress, but that might be a little harder to find.
For Grey Worm: A head-to-toe gray outfit is the direction you want to go in when you dress up as Grey Worm. Make sure to have on some tough armor along with gloves and a sword. Oh, also don't forget a devilishly sexy fighting face.