'The Sisters Who Would Be Queen' by Leanda de Lisle is about the Grey sisters. Her take is that Jane was a committed Protestant who was willing to take the risk of ascending the throne to prevent Catholic Mary becoming Queen.
The Act of Succession excluded Henry VIII's sister Margaret and her descendants, so the line was supposed to go through the younger sister - Mary Rose.
She only had surviving daughters, though, and the Grey sisters were the children of the older daughter (Frances), who ALSO only had girls survive childhood, as did the younger daughter (Eleanor). And being monarch was not considered a Suitable Job for a Woman.
Lady Jane, the oldest. Her mother and sisters were back at court serving Mary within months of her execution. That must have been an interesting family dynamic...
Then Katherine, who made a secret marriage to the son of the Duke of Somerset (ex-Protector of Edward VI who was executed). Elizabeth was furious when she found out (due to Katherine's pregnancy) and sent them both to the Tower and declared the marriage invalid. They had 2 sons, the second conceived while they were both still in the Tower, supposedly kept away from each other 
. Katherine died very young, still imprisoned. The older son was, according to the Act of Succession, the legal heir to the throne when Elizabeth died, given that there weren't really any grounds for saying his parents marriage was invalid.
The third sister was Mary - she was noticeably short, and possibly had a condition that caused dwarfism. She also made a secret marriage, to a soldier quite a bit lower down the social scale. They were also imprisoned - but in separate places this time, just to make sure - Mary at Chequers. He died a few years later, and eventually Mary was allowed to go and live with her mother, then was allowed back to court but died of the plague a year later, still in her early 30s.