How do I make Android consider my WiFi Access Point as valid (blue?)
After probing the firewall logs, it appears that the grey/blue icon is triggered depending on whether or not your device has access to Google Play.  In our case, I had to open tcp-udp port 5228 (as per http://support.google.com/googleplay/bin/answer.py?hl=en&amp;answer=2651367) and after turning wifi off and back on again, the icon became blue.

I can't confirm whether http/https is also part of the equation; we already had that open so it's possible if one is running into this issue even after opening tcp-udp 5228, that http/https may also be required.