How can i set a custom image instead grey vertical bars ?

Perhaps somthing like the following selector with a background declaration that points to the image of your choice.?
div.widget ul li {

padding: 1px 5px 1px 12px !important;
background: url('/wp-content/themes/atahualpa366/images/bullets/round-gray.gif') no-repeat 0 7px;
}

sorry, it works but i still have the grey vertical bars ..

Go into ATO>Style Widgets and set the "Left Border Width for Links" to 0.

A suggestion: since so many people don't like the gray bars, how about future iterations of ATA having something more generic and humble, like a circle or dash?

I will send along the suggestion.