Had exactly the same problem, found a way to get rid of them easily, start by redownloading game from the tile, let it get to around 1%, head over to the library and find the downloading game, then from the library screen delete the game once again, you should find that the game will be deleted and no gray square on the home screen.
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Re: PS5 Firmware Update Adds External Storage Support for PS5 Games, Social Features, and More Tomorrow
@solocapers
Had exactly the same problem, found a way to get rid of them easily, start by redownloading game from the tile, let it get to around 1%, head over to the library and find the downloading game, then from the library screen delete the game once again, you should find that the game will be deleted and no gray square on the home screen.