Reddit reviews Gale Force 9 GFM320 Grey Stuff Miniature

I like using a combination of sculpting putty and Zap-a-gap glue. The glue is a cyanoacrylate but they've added some things to ensure it works really well for filling gaps.

Things to make sure before you start glueing: flat on flat doesn't work well. Use a hobby knife to score lines in both surfaces (I use a grid pattern), then apply the glue. The rough texture makes it adhere a lot better.

If there's a pin-hole type of situation going on, a sandwich of glue, tiny bit of putty, glue generally works fairly well. Use a sculpting tool to deal with the blobs that come out when you put the parts together. If you sculpt it to the side a little afterwards, you get an additional bit of grip and sturdyness.