The investigation has involved family rivalries, judicial bungling and 12,000 pieces of evidence, including about 2,000 anonymous letters, in the three decades since his corpse was pulled from a freezing river in eastern France.
The Burgundy gendarme service and Dijon appeals court said in a statement that three people were arrested Wednesday.
Local newspaper L'Est Republicain reported that they were a great-uncle, great-aunt and aunt of Gregory's and that they are suspected of complicity in the killing.