Same here, with my oneplus 3T and Bose QC35's the headset option is greyed out.
I got round this using the app 'trigger', setting up two rules:
1. When connecting a bluetooth device, select your headphones from the list, then add 2 actions
a) disconnect device - gear s3 BT, b) connect device Bose qc35 selecting "media and phone"
2. When bluetooth disconnected from qc35, then add a rule saying connect to gear s3 selecting "media and phone".
This seems to allow the phone connection to toggle between the gear s3 or qc35's when they are on. Without this the qc35s never 'grab' the phone connection from the s3 when they switch on (on the phone when you look at the BT connection for the QC35's the 'phone audio' is unchecked, as the S3 still 'has' it).
Hope this helps