Originally I decided the information below was too detailed and esoteric to include on eGullet, but now I'm going ahead, with the idea that it might be helpful to another in the future.
The diagram referred to is a drawing Grex tech support sent me; and can be found at this link. Please note some changes/explanations for the diagram mentioned below. I must state at the outset that I have very few mechanical/technical skills; I mostly followed directions and read a lot online to get this done. It is a setup for a more or less "permanent" connection for an airbrush; if you want to allow for using a paint gun, there are a few adaptations I could describe if desired.
I got all Grex items from Jerry Carter Air Tool, the only business I could find that had everything (Grex does not sell merchandise directly). Jerry himself was very helpful.
TG5 GREX Tritium Top Feed w/ 0.5 mm Needle
TK-7 GREX Nozzle Conversion Kit 0.7mm
CP50-1 GREX Tritium Top Feed Cup 50mL
GMAC GREX Quick Connect w. Air Flow Valve
AD21 GREX Adapter 1/8” M x 1/4” M
AD24 GREX Adapter 1/4” F x 1/4” F
GBH-06 GREX 6' airbrush hose
As is obvious from the list, I use a 0.7mm needle, but for that, you have to purchase the 0.5mm airbrush and also the upgrade kit. Whether the 0.7 makes a huge difference, I do not know. But I do know that pastrygirl on eGullet is now thinking of upgrading to the 0.7, so she might be able to furnish more information on why she feels that way.
The 50mL cup is definitely what you need; otherwise you will go crazy refilling the cup.
The quick-connect air flow valve (which is attached between the airbrush hose and the airbrush) is really useful (more info below).
The two adapters (AD21 and AD24) are for the "permanent," non-quick-connect setup.
Items I bought elsewhere:
The Grex airbrush holder did not work for me at all, so I bought this one from Harbor Freight, for the grand total of $9.99. It works great. It does need attaching to something so that it doesn't tip over, and I found a small piece of tile at Lowe's to which I glued the holder.
I also got a moisture trap/filter at Lowe's. I'm not sure it's necessary, but I figured it couldn't hurt and it is recommended by many. Note that in setting up to airbrush, you will need some way to prop up the filter so that air flows from top to bottom.
And you will need a roll of plumber's teflon tape. If a connector has an O-ring to seal it tightly, that is sufficient, but there are some connectors that don't, and they need tape for a tight seal.
And here are my notes on the hookup of the system. Please excuse me if you already know a lot of this.
From the compressor, you need a typical air hose long enough to reach from compressor to close to where you will be airbrushing. Here's an example of such a hose. If you add a moisture trap, you need two such hoses (one from compressor to moisture trap, another from trap to airbrush, so they will be shorter hoses). The hose needs (or two hoses need) a male connector to the compressor, female connector on the other end. For this I have a quick-connect connector (1/4" male to connect to compressor, 1/4" female to connect to the air hose). Here's an example of such a quick-connect fitting.
From this hose to the moisture filter/trap, the diagram provides two options. The Grex AD24 (which is 1/4" female to 1/4" female) is sufficient (I see no reason for a quick-connect connector here since the setup will be "permanent").
Then the moisture trap needs to be connected to the airbrush hose. This is the end of the moisture trap that is blue in color in the diagram. Unless you plan to use another spray gun (such as an HVLP one), you don't need the quick-connect options and the AD21 is sufficient (note that the AD12 connector close to the green airbrush hose in the diagram) should have been included within the red rectangle, as it is not needed unless you are using the quick-connect option.
Then the airbrush hose needs to be connected to the airbrush. For this I strongly recommend the quick-
connect option (G MAC) as this has a pressure regulating knob that comes in handy. It is also great to be able to disconnect the airbrush quickly to clean out one cocoa butter color and/or place the airbrush in a warmer between brushings. As a side note: The Grex cannot do splattering with cocoa butter, and the pressure regulator will not make that happen, but it does come in quite handy when the viscosity of cocoa butter is causing an issue.
If you have questions, don't hesitate to ask. I knew none of this stuff when I started, and I owe practically everything to Grex tech support. Just one example: Having teflon tape is so taken for granted in the airbrushing/spraying/plumbing worlds that nobody told me I needed it until I spent a lot of time trying to make connections airtight and asked Grex.
I paid $300 for a Grex-branded compressor (actually from California Air Tools), but if I had it to do over, I would get something more like the California Air Tools 8010A ($198 on Amazon)--larger air capacity than mine, same (relatively) quiet operation, and less money. Since Grex no longer sells the compressor I bought, this is the one they recommended to the person I previously helped with these decisions. My entire setup (with the more expensive compressor) cost approximately $850, so this would be around $750.