I bought the game yesterday, had the same bug and stumbled upon this thread. After a bit of further research, I found the solution!
The grey box is created by Apples GameCenter-app. It's some kind of confirmation dialog to set up your GameCenter account which can't be displayed properly due to the fullscreen game.
Once you set up your account within OS X via "Settings" -> "Internet Accounts" (see https://support.apple.com/kb/PH25227?viewlocale=en_EG&locale=en_EG), everything will work fine.