My Question was is there any reason I can't join the Grey wire to the
Brown?

What you do is have the zone call for heat (i.e. output from programmer and
through any thermostats) to the brown wire. You have neutral on blue. You
have permanent live on one of the other two (i.e. grey) and the boiler call
for heat on the remaining one (i.e. orange?). It MUST be a permanent live.
You can't cheat and use the brown instead. It won't work, as the other zone
will then be able to turn on the other zone valve. This is dangerous and
illegal, as the unvented cylinder will overheat.

Christian.