Digging through the Silm for references to elf eyes, I was only able to ascertain the following:
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Blue was her [Luthien's] raiment as the unclouded heaven, but her eyes were grey as the starlit evening; her mantle was sewn with golden flowers, but her hair was dark as the shadows of twilight.
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also:
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For he [Turin] was young, and only now reached his full manhood; and he was in truth the son of Morwen Eledhwen to look upon: dark-haired and pale-skinned, with grey eyes, and his face more beautiful than any other among mortal Men, in the Elder Days.
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Couldn't find any other references, but based on this and the other comments here, I think it's safe to say that most elves would have grey eyes.
On an unrelated, but interesting, note, Tolkien does at one point mention Manwe's eyes:
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His raiment is blue, and blue is the fire of his eyes, and his sceptre is of sapphire, which the Noldor wrought for him; and he was appointed to be the vicegerent of Ilúvatar, King of the world of Valar and Elves and Men, and the chief defence against the evil of Melkor.
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So not all the powerful beings in Arda had grey eyes. Just some food for thought.