Hi!
I have some experience with that.
Grey caps are no problem. The grey pbt just makes the resulting colour darker, depending on how dark the original grey is.
I tried that with orange and purple dye, on light grey, medium grey and red pbt caps.
I can’t however tell you how dark is too dark to yield nice results.
To give you an idea of what I mean with “light grey” and “medium grey”, you may take a look at the kbdfans nordic keycap sets. I tried both the dsa and the cherry set.
EDIT:
Just wondering, if you like I could post som pictures to show the outcome of my dyeing.