@tuesdaze I'd have to see a photo of the eggs to tell color, but I can say that if they are blue on the inside, they are blue shelled eggs (base blue) and the grey is likely coming from the bloom on the outside.
That's the short answer. If interested...loooong answer below.

LofMc
Eggs form in the ovary. As an egg drops down the egg tract, the shell gland encapsulates the yolk and albumin (white). If the genetics are present, bile is thrown into the shell calcium producing blue tones. That is why blue eggs are blue inside and out. The shell itself is blue from the additive of bile. If the genetics are not present, the base shell remains white, inside and out.
The egg then moves down the egg tract receiving any brown wash genetically coded (which is actually hemoglobin based, hence the reddish/brown). If no brown wash is applied, the egg will be laid white. If any brown wash is applied, it will be tinted (cream). Varying wash produces varying shades of cream, tan, brown, or chocolate. Crack open a brown egg, even a dark brown egg, and the shell is white inside. Brown is literally pigment painted over the top of the shell.
Brown over white shell...brown egg (varying shades). Brown over blue shell....green (varying shades).
At the very last, as the hen is about to lay, she covers the egg with an anti-microbial coating called the bloom. In some birds this has a very slight tint or is thicker. The result can give the egg a different hue. Pink/plum eggs come from bloom as do grey/lavender depending upon the shell base and brown wash already applied. Typically heavy bloom over brown produces the pinks and plums. Heavy bloom over blue produces the grays and lavenders.
With all of that...from base blue...maybe some brown tint...and a heavy bloom...you could end up with some funky colored looking eggs if the genetics work against you.
From what I've read on the genetics on bloom, it's not well understood. It appears rather elusive. Some breeds seem to be prone to it, for example, the Croad Langshan. That particular line is supposedly noted for pink to plum eggs...even deep plum. The Langshan traditionally was a dark layer (Marans were developed from the original Langshan). With some lines, a pinkish bloom developed over the dark brown to produce a plum egg. (Which actually, I would LOVE, LOVE, LOVE to breed for, but alas, it appears to be pretty elusive and more claim than actual reality, but Croad Langshan is in my final wish list of breeds).
If you used RIR girls (which would be Production Reds if hatchery stock), they typically lay a light tint to medium brown. To get all grey eggs (with blue shells) from a single breeding to your rooster shows your rooster likely has both of the 2 blue genes since all of his progeny received blue to lay blue (no brown layers showed up in his daughters)....or you got really lucky statistically. More breedings from those same hens with your rooster would prove the point.
But to get grey and not green indicates the brown wash is not passing well from your Production Reds. Brown wash is frustrating. As stated in earlier posts, I seem to get about 50% of it passing down from my Barney...who I KNOW has a good color from results over white layers. The good news is, once you've tested the rooster, you can choose which eggs to set as a girl shows her true colors (literally) in her eggs. Only choose the darker eggs or eggs you like for color to hatch from.
Yes. All the daughters would have pea combs. Pea comb is dominant over single, and interestingly, the blue shell gene is closely located to the pea comb genes so that if the pea comb passes, so does a blue shell gene, typically. (In future matings, you could also see some pea comb funk which can happen with pea/single mixes).
As to whether or not you have an Araucana rooster, a photo would be necessary. He may be an F2 or F3 EE which has been bred back enough times to give him 2 blue genes (but not make him a pure breed anything).
I can say that if you are in America, to be Araucana, your rooster would have to be rumpless (have no tail), yellow or willow legged (depending upon feather coloration), and pea combed. He may or may not have ear tufts (tufting is required for show, but to breed you have to breed tufted to non-tufted to get live chicks as tufting to tufting produces 25% dead in shell). There are a variety of colors...so many I don't have them memorized.
If you are in the UK, your Araucana will have a tail. If you are in Australia, it can have crest, muffs and tail. (If I haven't switched those two standards in my head).
It all has to do with the divergent breed standards that evolved out of the original imported Chilean birds, which were a motley mixed crew, but went by the name Araucana (from the Spanish name given to the region). From those original birds developed the different lines that we now think of as Araucana (with different standards) and Ameraucana (the Ameraucana breeders didn't make it to the finish line first in the standards race before the rumpless/tufted Araucana breeders did in the US, so the miffed, muffed/tailed breeders had to create their own APA breed for beards/muffs and tails and bring it to standard...they called it the American Araucana, or Ameraucana).
The term Easter Egger has always meant, in the controversial and convoluted history of Araucana, a mixed and diluted version derived from Araucana. Why do people care? Most don't really, nor do the hatcheries, unless you are trying to breed forward. Then the number of blue genes is very important, and for that, you have to go to pure stock or know the reliable history of the bird. The beauty of pure breeds is the feather coloration and body features tell you what is "under the hood" in the genetics. Mixed breeds are a crap shoot as an earlier poster lamented in their journey to Olive Eggers.
Anywhooo, waaaaay more info than you were probably looking for. Sorry...age setting in, I guess.
Breed another set from the original parents to see if you continue to get grey eggs. If you aren't happy with the color (and honestly, I've seen some grey shades I wouldn't be happy with either), put your blue gene roo over some other hens. Try a white layer to see how true a blue he's got and if grey funk bloom shows up again. Then try a nice brown gal with clean shell. You may be able to figure out if it is the hens adding the heavy bloom genetics (those particular Production Red/RIR) or something that the roo is giving.
And post some photos. It would be fun to see them.

LofMc