The problem is with the '>' element selector. The class .grijs is not placed on the ul but on a surrounding div. The li is not a direct child of .grijs.
http://www.w3schools.com/cssref/selelementgt.asp
You can remove the '>' or change it to:
.grijs > ul > li { background-color: #f5f5f5 !important; }
.grijs > ul > li:hover { background-color: #f5f5f5 !important; }
Rapido, if you want to add custom css you only have to do this to the proper component in the custom folder. Make sure you check which that is by using the chrome developer inpect element option. Then click on the css selector that makes the background -color white. You should be able to find the same scss file in the custom folder structure and a predefined selector that you can extend. Compile your sass files to CSS and that should do the trick. For some additional background information see: Create a custom theme with the Mendix UI Framework