Why does a white sauce (bechamel,veloute) sometimes turn grey? I usually see this happen with bechamel. Sometimes as the sauce cooks, it starts to get a faint grey tint. 

I don't believe I am cooking the roux too long. I think that would tend to brown rather than turn grey in color.  Am I simply cooking it too long, or could it be something else?
Cook ware is the number one item to look at.  Aluminum pots/pans will cause a greying to your sauce if they are not clad in stainless steel.  You'll get a reaction with acids and the aluminum that will cause disclouration to a light coloured sauce.

Aluminum gives great heat conduction for the dollar but is reactive.  That's why you'll see so many present day aluminum pans will be aluminum cored with a steel outer to stop that reaction but give the rapid heat transfer.