It is an interesting idea to equate fragrances with a color or a mood. Strange but colors really do work well to describe fragrances. These are some that might be "grey".
Preparation Parfumee by Andree Putnam - a fresh grey with notes: driftwood, grey pepper, water lily and coriander leaves.
Narcisso Rodriguez Musc for Him - a steely grey and soft musk.
Equistrus by Parfum d' Empire - Soft grey. Notes: Orris, violet, rice powder, chocolate, ambrette, sandalwood, vetiver, grey amber.