I feel you OP, I've been going grey since my early/mid 20's. I used box dyes for a few years, then a mixture of henna/indigo powder for a few years (gave me good coverage and shiny hair but a total faff and really messy, plus unpredictable results).
I switched back to semi-permanent - Wella Colour Plus Touch, which is more gentle than box dyes.
I'm now 36 and in the process of going blonde by getting highlights at the hairdressers every few weeks. I will top up my roots with a semi permanent to blend it in between salon visits.
It's a complete pain in the ass, and if it suited me at all I would just leave it, but at this stage it's more white than grey (and about 80 % of my hair
) so it would wash me out and make me look ridiculous.
It's very easy to say 'embrace it' when you are a confident 45 year old, but I was in my 20's, no way I was embracing it then!
I think people who get their first few greys in their 40's/50's don't understand the embarrassment of being in your 20's when seemingly none of your peers have this problem, I felt like a total weirdo. I was just finished getting teenage spots ffs.
Strangely nowadays there seems to be a trend for teenagers to dye their hair grey!