That ‘grey’ material is most likely butyl tape and I doubt that any caulk/sealer will stick to it. You will find that it is greasy and will collect dirt, but generally won’t fail. If it is squeezed out too much clean it off with a plastic putty knife. Clean your surface and caulk right up to it if needed. This has been my experience YMMV.
2019 Ford F-350 Super Duty CC Dually 6.7 Diesel
2011 Cedar Creek 36CKTS Touring Edition
I Catch Fish......What is your SuperPower?