Only GRRM knows.From what I remember, I thought that Gregor's head (or skull) was being sent to Dorne.
Being headless, it seems he would not be a likely candidate to become 'undead'.
Am I wrong ?
There's a lot in the later books about the heads of various dwarves being brought to King's Landing so that their owners can claim the reward for dispatching Tyrion. I'm pretty sure that this is GRRM hinting that Gregor may still have his head on his shoulders.