I believe the pecking order is Gross - Murray - Stephens.
And if none of them are on the pitch, our chances of being awarded a penalty in the first place are virtually nil anyway.
I remember reading about that during the World Cup, and it came across as press-fabricated nonsense. As you say, the Law is crystal clear - "all players, except the player taking the kick off, must be in their own half of the field of play".