This R moduleEigengenes document shows you how you can remove the grey module genes within the script instead of removing them outside and re-running the analysis. 

http://www.inside-r.org/packages/cran/wgcna/docs/moduleEigengenes

moduleEigengenes(expr, colors,

impute = TRUE,

nPC = 1,

align = "along average",

excludeGrey = FALSE,

grey = if (is.numeric(colors)) 0 else "grey",

subHubs = TRUE,

trapErrors = FALSE,

returnValidOnly = trapErrors,

softPower = 6,

scale = TRUE,

verbose = 0, indent = 0)

Personally, I would leave all the genes in that you filtered for good quality and or significance for the WGCNA input file. There will likely be grey genes each time because removing genes (grey or otherwise) will affect the relationships between other genes. 

Hope that helps! 

Hi Caitlin-

I was aware of the option to exclude them, using the method you provided. But, I wasn't sure at the time of writing the question if they should stay or go. As you suggested, I have kept them, and I appreciate your answer!