The 'gray' part brings up a question about the lemons...
Was there a gray tinge just inside the peel, next to the fruit? I have a lemon tree (Meyer) and sometimes I find this gray under the skin. Have never figured it out.
No, regular supermarket icing sugar. Actually, I first I wondered if
something weird was going on between the lemon juice and the cornstarch in the icing sugar. That would be a new one to me, but it was the only thing I could think of.