There is no definite way to tell the sex of a Grey unless it is either surgically (not advisable) or DNA (advisable) sexed. However, there are a few pointers which can be used, notably the under tail coverts; the shorter red feathers. It seems that the females have a delicate silver edging to these feathers whereas the males have solid red feathers. This must not be confused with the dark grey or black edging that young birds often have on their tails and it might not be seen until after the first molt. Red feathers around the vent are not at all conclusive as these are seen on both males and females. Males are also said to have broader, squarer heads while the female head is rounder, and the males beak tends to be larger. However, because Greys vary in size, this can be difficult to see because it is perfectly possible to have a smaller male and a larger female.
The first two photos below are of Mitzi's tail, the second two are Tanna's Isoke, showing what to look for and what to disregard.
DNA sexing can now be done from a mouth swab. A soft pad is put into the mouth and the inside of the cheek rubbed to collect cells from the cheek lining. It is much less traumatic for the bird than sexing from blood or plucked feathers and can be used on birds of all ages.
I wondered why the information about DNA sexing by mouth swab had disappeared from the Avianbiotech website so I phoned to find out why. I was told that they have decided not to do it anymore. It was very difficult to get an accurate result because of the problems involved in getting a pure swab from the mouth of the bird. The swab could be easily contaminated with the DNA of whatever the bird had been eating.
Biobest are still doing them though. (At the time of writing)