Undo grease pencil stroke in sculpt mode How do I undo a grease pencil stroke caused by 

D+LMB drag

in sculpt mode?

It seems like

Ctrl+Z (undo)

and

Ctrl+Shift+Z (redo)

will only affect the sculpting.
Yes, on Blender 2.79 Grease pencil "DRAW" is more like an annotation. (Obviously you can extend it to some animation functions). But yes, If you´re on the UV editor for example, and then D+Mouse drag, when you finish, you will not be able to "undo" the action. Just END the drawing, because you´re in a supra-mode. 
Supra-modes are direct override over the system in which -once you start a session with the tool- you can´t "undo" or "change tools" until you end it.

Other tools that work in the supra-mode are "C"ircle select. Once you enter into a circle select session you cannot undo. If you CTRL+Z, session ends. But you don´t undo. Then you CTRL+Z again, and Blender will take you back to the START of the "C" supra mode session select. 

I work on 2.79.7B (Daily verision) and NOW you can DRAW (D) and then CTRL+Z.
Check the version you have.

Thank you if you vote me up for answer.

BFCT_Schiller