Hey, I'm having this grey screen problem as well.
I just downloaded the game, and I've tried launching it thru Steam, thru Oculus, and by just double clicking the .exe. I get the same result each time, which is a grey screen on the computer, and no game in the headset. When I launch thru Oculus I do see the panel in the headset that it is launching the app (same as when I test Unity projects), but it never moves into the experience.
I'm using the Oculus Rift on a Windows 10 machine. Any advice? I'm really looking forward to trying this out!