I made an interesting observation this weekend.
I use a pair of fischer fire 4 skis (pretty mid-level, inexpensive, very poor factory prep IMO) and have been on them since last spring.
My father got some new volkl tigersharks (high level, expensive, excelent factory prep).
I have waxed both of them since new and the tigersharks have immediate grey after 1 day and the fischers have no signs of grey yet.
I suspect that there are multiple forulations for p-tex out there. Some that are actually p-tex (Volkl) and some that are just cheap hard black plastic (fischer).
Maybe grey isn't such a bad thing? Maybe it just means the wax is actually being used to lubricate the ski. i.e. your base can absorb and release wax as required.
So i guess if you dont like grey you can just buy cheaper skis.