I have bought grey imports twice. The first time I saved quite a bit at the time, and at that time I was in a less well financial situation than I am now, so in my mind it was a no brainer. I understood that Nikon, at the time would not even touch it, and the saving I made, which I can't remember but was a couple of hundred £s, was enough to negate that being a problem. Luckily nothing ever went wrong with the camera.
The second last year of a D500, came after waiting 6+ years for Nikon to bring out a replacement for the D300S I had. At the time there was little stock in the UK, and that month I just about had enough to buy the import by saving about £120. I would have had to wait a month to pay the UK price, and there was no guarantee that there would be UK stock the next month. Now something did go wrong with this camera, but it was self inflicted. The camera was in my bag which fell off a table and damaged the LCD.
I didn't initially get in touch with Nikon because I thought they would not touch imports, as that was their policy in the past. I got a quote from one company for about £350, but they were not sure as they had not had a similar fault with a D500 as it was so new, so it could go up. They were also not sure they could source the LCD screen, again as the camera was so new. So I gave Nikon a call and explained that it was import, and would they fix it, and they said 'yes'.
They would have to see it to give a quote. Once they had had a look at it they said £173, unless they found other problems. Thankfully they didn't find anything else wrong with it.
I was very surprised and glad that Nikon's policy of not even touching an import had changed.
They did say it would take two to three weeks, which stopped me from booking a holiday on which I wanted to use the camera. The camera actually came back in ten days which would have been in the time frame to be able to go on the holiday, but by then the plans were cancelled. Can't knock them for doing the job quicker than they said.
For the OP I would say do you have the money to pay the cheapest UK price? Do you plan on selling the camera to fund another purchase at some point? If it fails within the warranty period are you willing to go to the trouble of potentially sending the camera half way around the world to get something fixed, and the cost and time involved?
Like my situation last year, if this is the only way to get the camera that you want / need now, then maybe, but for such a small saving I would probably not.
And the reason I ask if there are plans to sell on in the future is being grey could affect its
second hand price, as people are wary of buying grey
second hand, and being a mid range camera, there will be many UK versions for buyers to choose from, forcing the potential sale price down. I generally don't sell my cameras, because I have them for so long that they are not worth enough to bother trying to sell, so that has factored in to my decisions on whether to go grey or not.
Some 'grey' companies are better than others with dealing with problems, but it may not be a fast or cheap thing to get sorted when the camera may have to leave the country. Obviously, like my cameras, nothing went wrong with them from a manufacturing point of view that needed the cameras to go back to Hong Kong, and most cameras don't break thankfully.