Grey Ghost only exists in the DCAU but I really don't see any reason for him not to be included in the main universe as well.
Although there was a DCAU comic that revealed that universe's Bruce was also a Zorro fan.
And when a criminal, Matador I think, began running around Gotham in a modified Zorro getup masquerading as a do-gooder, Batman confronts him with "YOU DON'T GET TO BE ZORRO!" and knocks him out.
It was posted on the original SD if I recall correctly.