Welcome to the forums and thank you for taking in a rescue bird. What is his name? He is a beautiful bird!
One thing you will learn quite quickly is a little thing called "grey time". This is the time it takes for a grey to adjust and accept changes. This can be changes in routine, toys, location, people etc etc. Your bird has just undertaken a very big change and at a month in everything is still very new. Your bird is trying to adjust to a new home, a new human, a new routine, new sounds, new toys... everything. This can be a bit overwhelming for a grey as they can be a little change adverse at times. It can take days, weeks or sometimes months for a grey to adapt to these kind of changes and come out of their shell. This is what we call 'grey time'. Some changes may be more readily accepted by the bird than others... so there's no telling how much 'grey time' is needed for different changes. The important thing to remember is that the grey will show you when they are ready to accept a change or a new offering. They will also show you when they are not ready. A lot of this is shown via their body language- so pay attention to what your grey is doing... especially if you receive a nip or a bite...e.g what were the eyes doing, how were the feathers being held? There may be some subtle signs that your bird gives you before he resorts to a bite. Given enough time, you will start to be able to read your birds body language and will be able to know when the bird has had enough or is happy to progress.
You will have many amazing years together and it sounds like you are already off to a fantastic start.
These forums are full of information so feel free to have a look around. Ask as many questions as you need to- there is always someone here who can help and advise!