There is a legend about how the Judge at Lady Jane’s trial was haunted by her ghost on his deathbed.
Details can be found in the following:
Life of Lady Jane Grey and of Guildford Dudley her husband by Edward Baldwin
Lady Jane Grey by Hester W Chapman
Lady Jane Grey: Nine Day Queen of England by Faith Cook
Lady Jane Grey and Her Times by George Howard
The Sisters Who Would Be Queen: The Tragedy of Mary, Katherine and Lady Jane Grey by Leanda de Lisle
The Nine Days Queen: A Portrait of Lady Jane Grey by Mary Luke
Lady Jane Grey and the House of Suffolk by Alison Plowden
Lady Jane Grey: Nine Days Queenby Alison Plowden
The House of Tudor by Alison Plowden
Lives of the Tudor Princesses by Agnes Strickland
Crown of Blood: The Deadly Inheritance of Lady Jane Grey by Nicola Tallis
State Trials, 1 Mary, 1553 and others for High Treason