Does a DSLR's white balance setting (whether a preset like cloudy or a custom WB setting) affect the raw file at all, or does that setting only determine the WB of the JPG that the camera generates?
A related way to ask this is whether this procedure makes sense: 1. shoot in RAW mode only 2. set the white balance using a gray card, but not by taking a picture of the gray card
If the WB setting only affects the JPGs and not the RAW files, and you want to shoot RAW only, then you must have a photo with the gray card to use in post processing.