In a recent interview, Peter said that "Shades of Gray" will be on the setlist when the 2014 Monkees tour kicks off next week. Here's a great rendition of the Headquarters classic live in Detroit, Michigan on June 23, 2011. The song was last included on the setlist during the tour that year.
"Mike & Micky Show" in 2019
"And The Hits Just Keep On Comin'" Tour