You should set a profile that is set to change specific RGB range into K channel, otherwise you will the “dirty grey” when converting into CMYK.
If you are printing in office printers, many printer driver software allows you to create a custom profile. Turning off all the “vivid photo” options and setting the color management to “manual” would usually eliminate 75% of color problems.
On the other hand, if you are going to be sending it to a commercial printer, you should take into account that,
- Printing machines add some paint in all channels;
- Sometimes (as in very often) printers have their RIP set to add some paint in a different plate to compensate for that.
So, to conclude, there is no direct way to maintain the grey value when converting from RGB to CMYK, due to the above-mentioned factors.
Generally though, if you want to use grey, it would be wise to add it only in CMYK space.