I finally got around to coding that colorpicker script for GrafX2 under Linux, based on the 'grabc' program. (If you're using MacOSX, there is already one). FYI: GrafX2's interface has to work on a lot of platforms, so they have minimal access to platform-specific stuff (eg. being able to look at the contents of other windows); the built in colorpicker is only effective inside GrafX2.

I made both cycling (moves to next color index after picking) and non-cycling versions. Usually use 'cycling', because I mainly want to pick ramps rather than single colors. You can use this for example to pick colors from GPick's "blend colors' panel:


Both versions of the script are available here.
I recommend binding one or both to a keyboard shortcut for convenient usage.
Note: you'll need to have the grabc package installed first.