Hello Robin and Chris and welcome to our family.
CJ is just starting to settle into his new home so be sure to give him plenty of time to do that, 3 weeks is not nearly enough time for him to unpack his bags and feel comfortable. It could take weeks or months before he feels comfortable enough to interact with you for you have to gain his trust so please don't try to rush things with him, let him come to you when he is ready to do so.
I know you hate to see him pluck his feathers but do not make any reaction to it as it can be interpreted as encouragement to keep doing it, just ignore it for now but has he been to see an avian vet for it could be a medical reason he is doing it but more than likely it is due to stress.
Just take things slow right now and allow him to feel safe and secure and he will eventually come around, do offer him treats from time to time and sit by his cage and talk to him for you would be surprised to know how much they understand.
He is a lovely fellow from the picture you included in your opening post and thanks for sharing it with us.