It seems the limit imposed by Mikrotik for the number of interfaces which can be added to a VRF is set to 30. Through winbox, one is only able to add 30 interfaces before the interface stops allowing you to add more. This limit seems not to exist on the CLI as one can easy exceed this limit, however it seems things do not work as they should. When viewing the interface list in winbox when the number exceeds 30, the active interface (vlan in this case) is displayed in red. As soon as one reduces the number of interfaces to a total of 30, the active interface turns black.
Initial reports from Mikrotik Support suggest that you can have up to 125 interfaces attached to a VRF, however this doesn't seem to be the case.
I would prefer not to implement a device per customer when they have more than 30 GRE tunnels terminating in to their VRF...