Hi Julie,
Your patience is paying off as is evident from the success you had yesterday with the treat and his attention. He is very intelligent and may be testing your commitment and willingness to go the extra distance for him to grace you with his attention. ;-)
One thing that has proven successful over and over. Is just sitting and talking, reading, watching TV etc. right next to his Cage. If you read, show him some pictures in it every once in a while when doing so.
To avoid further bites, try to learn reading his body language such as eyes pinning, lowering head, slightly fluffed feathers etc. Their favorite fake out is to let you think they are going for the treat and then suddenly clamping down on your finger:pinch: If possible, position your hand far enough away that he can only get the treat and not your hand. If you know he wants the treat, but tries to bite, say No Bite, step back and sit down next to the cage with the treat in clear sight to him and ask him if he wants the Peanut, Almond, Apple, Grape or what ever it is that he relishes. He may even venture out of his Cage for it, if he wants it bad enough.
As all have said, it is time and patience that will bring this around with a ton of love dished out and evident while interacting with him.
You have done a wonderful thing in rescuing this Grey, spending the money and now your time and love to help him realise that his life can be more joyful and exciting than he has ever known. :-)