Are the gray wires in my switch boxes neutrals?
The grey wires need to stay bundled together as do the copper ground wires - you can't just pull one out and use it.  In order to use these bundles, you will have to add a small length of wire (of the same type and color) to the bundles (commonly referred to as a pigtail) and attach that to your new switch.  When adding a wire to the bundle, it's best to use a new wire nut fastener, and make sure that it is rated for the number and size of conductors being bundled.

Also, with the smart switch, the "live" and "load" wire position matters, but on the old switch it does not, so you might not know which is which.  Live is the wire that is always hot and load is the wire that goes up to the light fixture.