I find that it's just that there's a bit of air for the ㅂ, bur there isn't any air when you pronounce ㅃ. Note that ㅂ isn't exactly the same as ㅍ, which I find that there's a lot more air that is released (hence the name "aspirated").
As what I know, 그래요 is not used like 괜찮아요. It's more like "really?" = 그래요? 그래 as the answer means something like "right" or "yeah". Maybe regarding to the translation in this particular lesson, 그래요? literally means "is it like that?"
When you say "그 빵은 그래요", the bread would be nothing special. The sentence would mean that the bread has been originally such a status. or it would mean that the taste of the bread is nothing surprising.
It is not very very common but It is not so unnatural. It is used in practice. A little variant "그건 그래" is perfectly natural and very often used in Korea. Moreover, be careful "그 빵은 좀 그래" is quite different meaning than removing "좀".