I'm always the first one to give the employee the benefit of the doubt, because I know from experience how bad customers can be and just how much dealing with them day in and day out can be a soul-draining and toxic experience. That being said, there is no excuse for her behavior and no reason to ever bash people of any race or ethnicity, especially when you're on the clock. If it went down as you said it did, absolutely you should complain. If I were her co-worker and overheard that conversation I'd complain about her to the boss.
Look at it this way: she's a liability. If she goes on an anti-Greek rant with someone who isn't as laid back about it, your store could be sued, which will affect you and everyone else badly, as well as net bad press and PR for the store. Remember that Miracle Mattress store that did that incredibly awful and in-poor-taste 9/11 ad and promo?
That store shut down. What do you think happened to everyone who worked there? They probably got laid off which definitely hurt their paycheck. The same thing can happen with an employee who has any kind of racial or national prejudice.