I can't remove the grey line at the bottom of my iPhone

What grey line are you talking about? Do you mean the dock that holds 4 apps on the Home screen or the line that shows where to slide up to return to the Home screen? Neither can be removed. The dock is for you to put your 4 most frequently used apps.

The Dock will remain forever, whether you have apps in it or not. So why don’t you just put the 4 apps you use most often in it?

Then you will have to live with the gray line with nothing on it. There is no way to remove it.