The pair were among the first models to join the agency Euro Planning and enjoyed wild nights out together in Paris at the beginning of their careers.
Grace said: ''Jerry wanted to have fun in almost ferocious way. We would dress up and we would look good, glowing with that sheer get-up-and-go, in our element as exotics in the capital of exotica. Sometimes we would wear glitter and African bones around our necks, nothing else, no top, no shred of a skirt. Our boldness knew no bounds because Paris made us seem like we were always on show.''
And it is not the last time Grace chose to wear a daring outfit, one of which she revealed was loved by Britain's Queen Elizabeth when she performed at the Diamond Jubilee concert in 2012.
She shared: ''At the Diamond Jubilee celebrations in 2012 I performed 'Slave to the Rhythm' wearing a costume that let my bare legs do the talking. It was so cold that afterwards I put on a long coat.
''When Queen Elizabeth got to me in the line-up she said it was a shame I was wearing something else. I said I didn't think it was appropriate to be introduced to her with my legs on show and my ass hanging out.''
Despite being good friends, the 67-year-old supermodel admitted her and 59-year-old Jerry were rivals when it came to men.
In an extract from her book 'I'll Never Write My Memoirs' printed in the Sunday Times magazine, Grace said: ''Jerry and I had a lot of fun together but we were also rivals. She and I would compete for boys. We liked the same things and we especially liked the same boys so we fought sometimes to be first to get there.
''She would get very jealous. She would ask about a boy we would both be chasing, her eyes flashing, 'where were you last night - did you get him?' When I admitted I did she would drawl 'Goddammit, I wanted him' and be genuinely a little put out.''
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