Daffas

My African Grey has "his food and water bowls weighted with marble eggs, otherwise he picks them up ,throws them to the bottom of the cage and laughs. If I forget to replace egg or he is feeling extra strong then it ends up on floor of cage. Why does he then sit with wings shielding bowl or egg?. He or she is about 18 years old and never laid an egg so assumed a male but this action confuses me. Also what is the chicken leg thing he does on bottom too as if looking for worms?