My Charlie does the exact same thing. He been doing it for a year now and he still does it. Im thinking, that if they hurt themselfs, and they are really that intelligent, they would learn from the experience and stop doing it. And if the toy hurt them, they would grow afraid of it, and show fear of it. So i think he likes it a lot.
Also about 6 months ago, we came home from a walk and Charlie was sitting quiet and puffed i the corner of his cage. He would not take any of his favorite treats and just looked very ill. It seemed he could`nt use his beak. So i tryed to examen him. When i did, he screamed as loud as i`ve ever heard. He backed away still screaming. I became very afraid that something was wrong with his neck. Ofcourse i contacted the vet. She told me to give a few days and then see how he was doing. And after 2-3 day he was back to normal
But i think that he had taken a bad fall from his toy and hurt himself. And like i say, he still does it.