Hi Harley, peanuts are fine in moderation,walnuts & pine nuts are a big favourite make sure they are human grade/quality.
Try offering cooked vegtables like carrots,sweetcorn etc.some parrots prefer them cooked insted of raw.
Keep offering fruit also, perhaps eat in front of your grey,they like to have a taste of what we are having.
Have a look around the bird food room there are plenty of good tips there.