Dun is the dilute responsible. A bay horse with one or two dun genes is a bay dun, or a dun. A black horse with one or two dun genes is a grulla.
ETA: Grulla is actually really easy to breed for if you are willing to test your mare and stallion. As long as neither carry agouti, one is homozygous black, and one homozygous dun, then you can guarantee a grulla foal.