Congratulations on your beautiful new grey Ice.
I have three greys and have gone through the process twice on introducing a new member to the flock!
Each time I have brought a new grey home the other/s adjusted really well.
I let them have seperate out time to start with obviously keeping the older bird first in everything!
Then they were gradually introduced for short periods of time.
If possible try and have a playstand for each bird to hangout just in case they prefer to stay in their own space.
As far as the diet and training goes, give Ice time to settle in before making any drastic changes. My last grey was on a terrible diet, I left him a couple of weeks then managed to wean him slowly from wet seed on to a pellet diet, with lots of fruit and veggies.
I hope everything goes well for you, just be patient and go at your birds pace.
Caroline