To create a out of office (vacation) message on GreyMail, simply follow these steps.
1) Log into GreyMail
2) Click Settings (the gear on the top right)
3) Go to Filters
4) Click the plus sign, and create a name. (i.e Out of Office)
You will now see your options.
Please note #4 - you will need to check the filter to disable it once you return to work.
Here's a quick video for you. Too small? Click the video to make it bigger.