When I was pregnant anything that made me question or feel nervous I avoided. What I did to help with the grays was to use Just for Men 5 minute "Beard and Mustache" color. It comes with a little brush and I did my edges and my part and that was it. The other thing I did was use a wax hair coloring crayon around my edges and part.
I needed to know for my own peace of mind I did everything right in my mind. I did not want any regrets or second guessing myself, so if there was even a little link to something bad I avoided it. I also did none of this until my 2nd trimester, but that was what my instincts told me.