As I am sure you have figured out by now greys can be very cautious creatures and it takes time for them to settle into a new home and feel comfortable especially when they are no longer a just weaned baby so be very patient with him. It takes time and lots of patience to build that trust that is necessary for you two to bond and it can't be rushed, let him set the pace of what he allows you to do with him and things will go a lot smoother.
Even though he may seem like he is not interested in his vegetables you still need to offer them and vary the selection and how they are prepared for some like certain ones specific ways so chop, steam, raw, shredded, mashed or whatever way you can think of to find what he will eat but do keep offering.