There's probably something in the cage or the cage itself or something next to the cage that is scaring him. Does he act normal after he gets in the cage or does he avoid something in the cage? Greys can be frightened by some of the oddest things. It may look like a toy to you or me but to a Grey it might look frightful. I would investigate his cage, the stuff in the cage, and the cage surroundings for something that is frightening him. Danmcq's advice about gently holding his talons is good advice. If he attempts to nip your hand or fingers, just roll your arm slightly just enough to tip his balance forward. He'll naturally raise his head to balance himself which automatically moves his beak away from your fingers. You don't need to shake your hand. Just gently roll it forward.