First, I don't know exactly what "grey area" items are.
Here at the nexus we purely don't talk about ordering ANYTHING besides seeds, live plants, and tools/reagents (and perhaps we talk about buying food items and herbs occasionally) certainly not drugs.
Now,
It is indeed risky, but it's possible. What you need to understand in order to be responsible is that we do not know your situation, how illegal or not what you're doing is and we don't know how risky it is for your situation. Additionally, most of us aren't even sure how risky these things are, only that they are risky.
At any rate you need to be responsible and proceed on your own.