According to the Grey Knight Codex, Grand Master Mordrak is considered an "upgrade character", if he has his Ghostly Bodyguard.
According to the BRB pg. 47, an "[I]upgrade character[/I]" is likened to that of a Space Marine sergeant.
So, if you take Grand Master Mordrak with Ghost Knights, would you be able to attach an Independent character to this unit and deploy with them using Mordrak's "First to the Fray"? Say, adding a Librarian with Terminator Armor?