Thank you, this forum has a lot of helpful advice.
The only reason he was outside without a harness on (and he was in his travel carrier the majority of the time) was because his wings had been clipped by the vet the day before, who we explicitly told we wanted to be able to take him outside. She thought that more than four feathers would be too much because "greys are built like little rocks". The good luck wishes are appreciated but please know that we would never take a flighted bird outside without taking severe precautions. We were told he would be able to do no more than 'flutter to the ground', and indoors it seemed that WAS all he could do, but that was clearly not the case. :[