I dont think you are doing anything wrong. Remember they are like children and will go through different phases!
My one year old is a completely different grey to my youngest, he likes his independence where as the other one is still going through the cuddly stage.
Maybe it is the terrible twos starting and hopefully this stage will pass!
You have tried everthing I would have suggested, covering them up, ignoring them when they scream, I know how loud they can be when they start and it can be really noisy! Try to carry on as normal, maybe introduce new activities to gain their interest. Keep us updated and I hope someone can advise you more on greys of a similar age. Caroline:)