... And Viti's assessment made it sound like she was concerned about him being an on-the-spot danger to Grey, not just that he could hire Monoc contractors capable of threatening him. Has Marcone got into regularly carrying enchanted weapons or something?
Jim has already noted that -- if they only knew what they were doing, and could
do it without freakout (which is part of who Marcone is, after all) -- ordinary mortals could be a serious threat to any supernatural force in the world.
Grey is FAR from an exception to that; he can be taken out with mundane weapons. For someone with Marcone's resources, it wouldn't even be challenging.
If I had Marcone's resources, I'd probably do it in stages of overwhelming firepower.
1 - Put him down with an AA-12 (autofire shotgun) or similar. Yes, GG can get up from that in moments; so keep him down by pouring more autofire into him as he's down (probably another shooter or two, so not even any letup to reload); this will do more and more damage, keeping him down/disabled. A shotgun blast won't kill him, but if you got enough AA-12 shooters it probably would: they can do damage faster than he can regenerate, until they are literally dismembering him, and then destroying the pieces, with so much autofire.
But if that's not enough...
2 - Get another person to add incendiaries. Napalm, phosphorus grenades, incendiary shotgun loads, etc. Fire purifies, destroys magic... Ash doesn't regenerate or shapeshift. Get more people -- in hazmat firesuits -- to keep shooting and burning.
But hey, ridiculous overkill...
3 - While still violently aflame, run over him with a smooth steel road-roller, immediately re-lighting (if not still violently aflame) when the roller clears him.
OK, that was more Loony Tunes than Dresden Files (I bet Harry would approve of anything Loony Tunes in combat, though). Still, to return to the more James-Bond-Supervillain vibe that Marcone's got going on...
4 - Pour something caustic over the flaming body... VERY caustic. Fluoroantimonic acid looks good, since we've got the hazmat firesuits already...
Finally, remember that Gard's consulting for Marcone. She can tell him any vulnerabilities of a Naagloshii-scion. Maybe salt, or silver... but those are more Old World than American Southwest. Still, I'm sure there's something. Add it to the mix above, if inclined.
But honestly, that much concentrated destruction would do for most
anything that still relies upon a body. Mavra, LoON, even Mab; maybe even Vadderung? I leave off entities like Uriel and Ferrovax, who seem to create whatever body they want whenever they want one.