Chicken Turns Grey While Cooking

Assuming that you are sure this chicken is fresh, I think you may have encountered a muscle condition known as "woody breast". Although it generally is more noticeable in the breast meat- hence the name, it also affects the muscles in the legs and thighs. It's a problem the poultry industry has been aware of for a while, but hasn't found a fix for. Some processors and packers try to remove affected parts before they are sold to consumers, but some don't. Take a look at the meat before you cook it, and see if you notice white stripes in the meat. It won't hurt you to eat the meat, once cooked, but it is not pleasant and the taste suffers as well. I imagine you don't notice it when you saute or grill because there is more external browning to cover it up. I'd say change brands, but the problem is present in just about all the commercial chicken producer flocks. Aside from just having bad chicken, this is the only reason I can think of to explain what you see.