For what it's worth, I don't have Grey or Blue on my 1986 B2000. They just don't exist in my engine. I saw a video where Mitch was installing the EGR Delete plate and he recommends just putting a cap on grey and blue.
And since removing my EGR and changing my air cleaner from the stock one, I've also but a cap on yellow and teal. Engine is running fine, if a bit rough and a bit rich, but that's because it's a lot more responsive and I'm not quite used to that.