I'm planning to run my players through The Grey Knight, and it often mentions Glory penalties, eg minus 10 Glory for doing the wrong thing.

I don't remember hearing anything about Glory penalties in KAP 5.1 - as I remember it, Glory once gained can't be lost.

Is this an aspect of the older rules which has disappeared in the newest edition?

Yes. It was a feature of the old 1st edition, I think, and has no part in KAP 5.1. So you should just ignore it.

Thanks Morien! No surprise that you're the first to answer. ;)

Related: Nocturnal has been publishing tonnes of great rules material, but wouldn't it be nice to have some updated adventure material? Much of the old stuff is great, but the scanned page, unsearchable PDFs with old rules and not quite GPC synced info could certainly be updated. For that matter, surely there are authors out there who could whack up some totally new material...

In case you were interested, The Grey Knight was republished as part of the Tales of the Mystic Tournament, which updated the rules. (Alas, I seem to recall that they forgot to update some of the knights stats, leaving some of the named (future?) round table knights like Agravaine and Griflet with subpar skills compared to beginning PKs.)

(As for being the first to answer, I have to keep up my post count somehow. :P )