Have a shot with the grey (4)
I believe the answer is:
ashy
'the grey' is the definition.
(I've seen this before)
'have a shot' is the wordplay.
'have' becomes 'a' (I can't explain this - if you can you should believe this answer much more).
'a shot' becomes 'shy' (both can mean an act of throwing something).
'a'+'shy'='ASHY'
'with' is the link.
Can you help me to learn more?
(Other definitions for ashy that I've seen before include "evidence of recent fire" , "Like burnt residue" , "White" , "Grey-coloured" , "pale greyish colour" .)