"Aylmer’s suggestion that she imitate Elizabeth’s plain style of dress, and in the process made a point of snubbing the Princess Mary. Aylmer later recalled that Mary had sent one of her ladies to Jane with a set of fine clothes of “tinsel cloth of gold and velvet, laid over with parchment lace of gold.” New Year was the traditional time for such gifts. But Jane, looking at the magnificent gown, asked the gentlewoman brusquely: “What shall I do with it?” “Marry,” the woman replied, “wear it.”
“Nay,” retorted Jane in her usual direct manner, “that would be a shame to follow my lady Mary against God’s Word, and leave my Lady Elizabeth who follows God’s Word.” Aylmer felt no small satisfaction over this incident, which, he must have felt, indicated how well Jane was responding to discipline." -Sisters Who Would Be Queen by Leanda de Lisle.
It was not uncommon for a girl as devout and self righteous as Jane to snub Mary nor Mary to feel hurt every time she mocked her or spoke behind her back. There is one incident where the Grey sisters and their mother visited Mary on Beaulieu in 1549 and Jane snubbed her. A year and a half later she did the same mocking Mary's traditional views of the host. "Is God there?" She asked one of her ladies and when this replied "yes." Jane said “how can that be, when the baker made it?!” with a derisive laugh. Foxe's Book of Martyrs even has Jane staunchly defending her beliefs when no one challenges her, and showing disgust at the Mass.
Foxe needs to be taken with a grain of salt. The book has a lot of exaggerations and lies, but some things are based on actual events. Mary did feelt hurt and angry at what Jane had done but by no means she stopped giving gifts or being nice to her in a failing attempt to win the young girl over. Jane however was convinced no good could come out of Mary, a woman whose faith she had been taught to despise. And when Mary sent her maid to deliver her gift of rich clothing she turned it away insisting she would opt for more proper outfits that downplayed her vanity, like lady Elizabeth's, Mary's sister.