First you must be sufficiantly comfortable in your first base, at least. Then if you only have room fore one or less psychic training facilities you should consider building a second base in the US as support against the Grey Insectoid. You can train a new batch off recruits and stock the base with materials storage rooms to hold all the equipment and things you have that you want but are not using and will not fit in your first base. Chances are the Grey Insectoids will be a problem fore Earth Defense Forces, among the other threats, so, use your Radar Intelligence and if the Grey Insectoid has set up base or landed or is attacking you will now have effective troopers regardless of their armour as long as they have mind orbs, scanners, and stun grenade launchers or guided missiles you will be able to sneak around and defeat the psychic menace.