Well, most Greys do many things that makes us go :ohmy:
One of the many that stands out and is, clever, funny and amazingly illustrative of their intelligence of cause and effect:
We were training Dayo to "Go Poop" when we take him out of his Cage, place him on a stand and expect him to do so. He picked it up in just a few days and does it on command.
A few weeks later after learning this, he was sitting up on a high perch one afternoon, looked down at my wife standing under him and told her to "Go Poop", then he watched the floor to see if anything "Dropped". :-)
My wife, for some reason, did not comply.