The Gray Wolves are the wolf cubs of the Wolf, antagonist of Peter And The Wolf segment from Make Mine Music. They were gifts from Mal's fifth birthday party.
These gray wolves appear in a prologue of the third film, they were found in the baddie bags given out to the other villain kids at the party. They were seen in Neverland where Mal is going to find her father and she recognizes them from her fifth birthday party, now they are all grown up and they were lost here after the other villain kids let them go because they must've given them all away and send them to Neverland. One of them guided Mal to help her look for her father.