We have observed several relatively deep transits of the white dwarf WD 1145+017 with the Gran Telescopio Canarias (GTC) in the wavelength range 480 to 920 nm. The observations covered approximately one hour on 2016 January 18 and two hours on 2016 January 20. There was variable extinction of the white dwarf during much of that time, but this extinction was punctuated by four sharp transits with depths ranging from 25% to 40%. The spectrum was dispersed with a grism and the flux data were ultimately summed into four bands centered at 0.53, 0.62, 0.71, and 0.84 μm. After careful normalization, we find that the flux light curves in all four bands are consistently the same, including through the deepest dips. We use these results to compute Ångström exponents, α, for the particles responsible for the extinction and find |⟨ α ⟩| ≲ 0.06, assuming that the extinction is relatively optically thin. We use the complex indices of refraction for common minerals to set constraints on the median sizes of possible dust grains and find that particle sizes ≲0.5 μm can be excluded for most common minerals. Based on observations made with the Gran Telescopio Canarias (GTC), on the island of La Palma at the Spanish Observatorio Roque de los Muchachos of the IAC, and with the IAC80 telescope on the island of Tenerife at the Spanish Observatorio del Teide of the IAC, under Director's discretionary time.