Gray jacket from the Outside era? The only jacket from this period which comes to my mind right now is the one made of snake's leather. If memory serves me well, it was designed by Natasha Korniloff for Bowie's 1978 World Tour, but it was worn by him only 17 years later.
As if to gray jackets, I can recall Bowie's uniform during his 50. Birthday gig in Madison Square Garden. He wore it on the ceremony of getting his own star in the Rock 'n' Roll Hall Of Fame as well. But it's not really the Outside era so I don't suppose it's the one you meant. However, if you want me to post it here, just let me know

Time and again I tell myself
I'll stay clean tonight
But the little green wheels are following me
Oh no, not again