I have seen this gray wallpaper report before but no successful resolution or people posting back a solution. Of the few I have seen, seems to occur when trying to switch from a seasonal wallpaper.
Try to restore the default theme pack and screensaver. (Settings/Theme/Default Theme Pack). This should restore the factory default wallpaper, screensaver, and theme sounds. Also, disable the wallpaper updates and the wallpaper animations found under Settings/Theme/Wallpaper Updates and Settings/Theme/Wallpaper Animations.
Immediately after restoring the default theme pack, try these next steps in increasing order to clear out cache or address flash memory issue. (proceed to next step if the previous step did not work).
1. Restore default theme pack. Perform System Restart. (Settings/System/Power/System Restart).
2. Restore default theme pack. Power down TV and unplug power from wall. While still unplugged, press manual power button on TV for 30 seconds. While still unplugged, press and hold Factory Reset button in for 30+ seconds. (may need paperclip after locating Reset hole on TV). Wait another minute or so and then plug RokuTV back in and power TV on.
3. Restore default theme pack. Perform a Factory Reset while TV is powered on either through the Factory Reset button (press and hold 30+ seconds), or through Settings/System/Advanced System Settings/Factory Reset.
This does seem to only affect RokuTVs in the limited times I have seen it. Users report all the channels/apps still play fine, but just get stuck with this gray background. I suspect it is a bug in the OS regarding the seasonal wallpaper and some RokuTVs, but from the limited reports hard to say.
Feel free to post an update.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102