Is there a way to get at retail?
There is, but like dpkong said you'll have to visit the AD and begin building relationship with them. It is very unlikely for you to get the 126710BLNR as your first Rolex at the AD without any prior spend history, there're just too much demand for that piece.
It really depends on what your approach is in watch collecting in today's market. If you are not desperate and do not mind the wait and are willing to explore other lines of Rolex or other brands the AD has to offer, then pick something they offer you that you genuinely love and enjoy; or buy them for your partner/family as a gift - anything that will constitute spend history at the AD. I believe that is the only way they will take you more seriously as a genuine buyer. But even then, there is no absolute guarantee if and when you will get the piece you want, especially when the piece you want is a very popular model; you just have to be patient. With this approach, I believe in the long run once you become an established spender, the AD will likely offer you new stocks ahead of the non-spenders.
That is why there's a premium for these watches in the grey.
If you do not care for any other watches but just the 126710BLNR, then I suggest you just buy at what you deem is the most competitive market price in the grey and get it over with. If you truly love the watch, the moment you put it on your wrist you won't be thinking about the premium you've paid. The worst thing that could happen is if you realize you don't love the watch and you regret paying that premium, then you'll likely take a 5-10% loss by selling it back to the dealer or on your own - and find closure and move on.