Living in Texas, heat can be an issue (yikes!). I do believe that the grey would pick up more heat than the white, but haven't really had anything to compare it to. I don't think the grey would be much worse than the white, since the big issue is sun coming in through the glass rather than being picked up by the body and radiated inwards. So, if you have a windshield cover that will help quite a bit. Also, I have the black pack - so the black roof doesn't help! (would be the same with white with black pack).
Not sure where you live, though noticing the way you spell colour - as opposed to American color - I'm guessing either Canada or the UK (where heat shouldn't be an issue), or Australia (where heat can be an issue!).