Hi & Welcome to our family. The others give good advice. 3 weeks is not enough time for your young baby to bond with you. You do need to bring the other grey home. Keep things as normal as possible for your birds.
I would not let her up onto your head. That will make her feel dominant to you. You have to establish yourself as the dominate one. She is still young, YOU be the one to feed her treats, love her, talk to her, play with her. In time, she will learn to trust you, that happens over a long period of time based on your interactions with her.
Be patient, she is young and probably still frightened, the other grey is a comfort to her. As she gets older, and more comfortable, she will bond with you. Best of luck to you, and please keep us updated. :)