I found this on tumblr today; someone translated a Korean-language interview with Bong Joon-ho, and he confirmed that there are a few GLBT characters in the movie, including Wilford, Gilliam and Grey.
From the tumblr post:
[Translated by me]
Q: In order for the tail section people to keep have children, sex is necessary; yet there isn't much description of sex throughout the film. Moreover, it's questionable if the population would be sustained when there are way more men than women in the tail section.
Bong Joon-Ho : Most young women in the tail section were drafted to the front section and you can see them in the club scene. Actually, there is a brothel section in the train according to the original graphic novel, but we couldn't make it due to limited production budget. They kept just enough number of women in the tail section to provide children.
There is another extreme (*The interviewing website is called EXTREME MOVIE:p) backstory that I'm revealing for the first time: there are homosexual relationships among the men. Gilliam, played by John Hurt, and Grey, played by Luke Pasqualino, seem like a couple with a large age gap. Gilliam is someone whom Grey admires deeply, of course, but one could imagine they sleep together, too (laughs). And Gilliam sends Grey (who is his lover) to Curtis.
The same person pointed out that Grey has Gilliam's name tattooed over his heart:
As those of you who have seen the movie know, Gilliam and Grey both die by the end of the movie; I get really sentimental about tragic gay romances, so I've been rolling around in the feels today.