If you have a wild caught grey then you really need to take it slow, this bird has been ripped from where it called home in the wild and now it is spending his days in a cage, that is a huge difference. As others have said grey time is slow time and that means weeks, months and maybe even years before you can gain his trust. When you sit nearby his cage don't ignore him as that hate to be ignored, talk to him, read a book to him in a soft voice, let him get used to you being around, believe me he will want to be by your side when he does learn to trust you. Take it slow and easy, when he allows you to be closer offer him a treat, something he loves.
Please do read thru some of the threads to get more ideas and suggestions that worked for others with similar situations but don't get discouraged by the lack of visible progress as it is in baby steps, it will require great amounts of patience but trust me the reward will be ever so sweet no matter how long it takes.