Hi Jay,
The grey shape in your document isn't a single object - it's a large group of other shapes that have had grey shading applied to them. If that's what you've used in all cases, and you have no other grouped shapes, you could use:
Code:
Sub Demo()
Dim Shp As Shape
With ActiveDocument
For Each Shp In .Shapes
If Shp.Type = msoGroup Then Shp.Delete
Next
End With
End Sub