I apologize that I do not know the Vallejo pallete as well as i could. but here are two suggestions:
1. Use Vallejo Model Air colors. You'll love that thery are already very thinned for air brush use and will make for smoother application.
2. the skin was PROBABLY done with a codex grey (essentially a light grey) as the base color, thinned Agrax Earthshade wash was probably applied for shading in the crevices and then white+codex grey dry brushed to bring the color back up (optionally an elf flesh type color could be dry brushed on but I dont think they did in that pic). That's the easiest way to get the skin color.
if you want it more blue, true Space Wolf Grey instead of codex grey or whatever the equivalent color now is (GW has a color equivalency chart you can get from the store probably)
Hold out bait to entice the enemy. Feign disorder, and then crush him.
-Sun Tzu, the Art of War