Take it slowly he has had a big change in his life and environment coming to live with you. Locate his cage in an area he can see well but have a safe secure feeling. You can cover one corner of his cage to provide a protected area. Yes fresh veggies, sprouted grains, cooked Sweet Potato some fresh fruits lots of spray baths or showers. Let him learn you can be trusted and not feel forced into interactions he is not ready for. Greys may take a while to adjust to new people, new household new foods. Sit near him and talk softly, offer small treats through the bars and most of them enjoy music too. You ahve begun a journey that will be rewarding if you can be patient. Welcome to our Grey world.