All birds will chew on things and greys need things especially toys that they can tear up because thats just what they do. You have had him for a month now, well the honeymoon is over and his real personality is emerging and he is unpacking his bags. You need to provide him with toys and such for him to play with and destroy and be sure to include a heavy duty bell that he can attack play with, its a grey thing.
Does he have any playstands with toys on them he can play on when he is out of the cage? If he is out a lot during the day then you will have to make the house or the rooms he stays in safe for him, hide electrical cords so they don't get chewed on, sort of like babyproofing to keep him safe. You will have to help direct him to safer things to play with and destroy and they don't have to be store bought toys, we have a toys and playstands room where you will find lots of ideas and suggestions for making toys from items commonly found in the home and making foraging toys, toys that he has to tear up or work at to get to a treat inside.