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One defense mechanism is fluffing up to look larger and biting.Your grey is still fairly new to his surroundings, be patient with him, talk to him in a calm manner, reward good behaviour & ignore bad behaviour.
Some parrots scream as a way to get attention.The cycle must be broken in order to change the negative behavior. Reward your bird when he doesn’t scream and never reward your bird when it does.Completley ignore the screaming behaviour as hard as it may be, never show any reaction.shower your bird with attention and love once the screaming stops.