I'd use gray for piecing.
For quilting, it depends what effect you're trying to achieve. If you use red thread for quilting, you won't really see the quilting on the red pieces, but they'll pop on the black. The opposite is true if you use black for quilting.
If you want the quilting to be relatively quiet vis a vis your piecing, use gray. If you want it to call bold attention to itself everywhere, use the brightest white you can find.