Back in the 80's in Spain (and maybe now too) if you dressed in black you'd disappear in a crowd because there were lots of folks in black. Go to Mardi Gras or one of many other festivals (i say Rio de Janeiro) and if you dress outlandishly you'll fit right in.

Being gray is not about wearing a specific color, but about wearing attire and carrying yourself such that you blend and aren't noticed. Gray is also attitude. Look like you belong.