Hello Barry and Oscar. Welcome to the forums!
There's a thing on these forums that we like to call "grey time". As I'm sure you're no doubt aware already, African Greys are intelligent and sensitive birds. They like to do things in their own time, when they are ready. This will differ from bird to bird and from activity to activity.
4 weeks in a grey's life is not a long time at all. Oscar has had a LOT of upheaval to deal with in the last few weeks. His whole world has been turned upside down. He has been removed from his previous flock and added to a new one, in new surroundings. It's scary! You'll probably see many changes in behaviour over the coming weeks and months as he learns about his new home, his new surroundings and his new flock members. His attitude to different flock members may change during this time too, as you've already experienced. The important thing to remember here is that he needs to do this in his own time. His grey time. Take a step back and don't expect him to be fully settled in to your household just yet.
If he is moving away from you and growling/grunting at you, then you may need to back off for a while. Let other members of the family take over the various duties that involve going near him. You may need to just get him used to you being in the room and then slowly get him used to you being closer and closer to the cage withing him growling/grunting or moving away. Just remember to move at his pace and try not to force him into anything (as that is likely to result in a bite).