Well that answers the question there! If dun is not accepted in the Connemara reg then he can't be dun if his sire is registered. (dun doesn't happen in TB's so that rules the dam out)
If you don't want to get looked at oddly then just say he's roan. You'll know the truth :)
Edit; and Poco is right. Therefore your boy cannot be grullo, as the dun gene is non-existent or very rare in connemara ponies, and we have established that there is no chance he is dun, as his sire could not have been and nor could his dam.