It is normal for a grey to act fearful/wary of new items. They are very observant birds and will notice any kind of change in their environment.
Did you put the perches straight into his cage?
Alfie isn't too bad with new things. I have to show him and explain what they are. Sometimes when I put new toys in his cage he will sit at the opposite end of the cage eyeing it suspiciously. He will sit there for a while looking at the new toy until he's sure it is safe. Eventually he'll work his way round the cage, getting closer to the toy. If he ever freaks out about a new toy when I show him it, then it doesn't go straight into the cage. It's left outside of the cage so he can get used to it from a distance.
Alex just needs to work out in his own time that the perch isn't a big scary monster that's about to eat him. If he's only ever been used to the one cage with the same perches and toys in the same places, then it may take a little longer for him to warm up to the new perches and any new toys. It may take a day, it may take a week, it may take a month. There is a chanced that some toys and perches will never be accepted by him. Just watch him and see how it goes. If he really isn't accepting then you may need to take a step back and leave it outside of the cage (but nearby so he can see it) then slowly work on getting it back in the cage. Go at his pace. He'll get there eventually.