Beamer pause and grey not in order

I can suggest a less complicated way than what Werner proposed. It consists in one include and no change to your code, but you have to download a custom style that remedy to your problem.

1. Download fixpauseincludegraphics.sty and place it into the same folder as your .tex file.

2. Include the package with \usepackage{fixpauseincludegraphics}.

3. (optional) Check out this post to understand how it works - long story short, this solution consists in an overloading of \includegraphics to redraw the pictures using tikz to change the opacity according to the beamer transparency state.

The following MWE provides \hidecontent[<transparency>]{<stuff>} that hides <stuff> with a white transparent box. Optional transparency is set as <transparency> (provided by Heiko's transparent package); default is 0.25 or 25%:

\documentclass{beamer}% http://ctan.org/pkg/beamer
\usepackage{transparent}% http://ctan.org/pkg/transparent
\setbeamercovered{transparent}
\newcommand{\hidecontent}[2][0.25]{{% \hidecontent[<transparency>]{<stuff>}
  \setbox9=\hbox{#2}% Store <stuff> in \box9 to obtain height/width
  \transparent{#1}\ooalign{\usebox9\cr\color{white}\rule{\wd9}{\ht9}\cr}}}
\begin{document}
\begin{frame}[plain]
  \begin{itemize}
    \item<1> Current work 0
    \item<2> Future works 1
    \item<2> Future works 2
    \begin{center}
      \mbox{\only<1>{\includegraphics[scale=0.35]{example-image-a.pdf}}}%
      \mbox{\only<2>{\hidecontent{\includegraphics[scale=0.35]{example-image-a.pdf}}}}%
    \end{center}
  \end{itemize}
\end{frame}
\end{document}

beamer doesn't adequately handle hiding of graphics, hence the use of \hidecontent. This works well with rectangular content. Other content (textual, for example), is best dealt with by beamer itself.