What sort of diet is your bird on? If he is on a seed-based diet, you must provide plenty of fresh fruit and veg on a daily basis. Good greenfoods are brocolli, spinach, apricots, melons, papaya, carrots and pineapple. If the seed diet you use is sunflower-seed based, this is very deficient, as sunflower seeds contain lots of fat and little nutrition. Try a seed diet that doesn not have sunflower seeds, but lots of various seeds, grains, dried fruit I pulses. Also, you can include in the diet soaked pulses, pasta and rice in small amounts, and the occassional piece of chicken bone, which is a good supply of calcium.
African Greys in particular are more prone to calcium deficiency than other parrots, and can have fits and seizures, and even die, if they don't have enough. I suggest using a liquid calcium supplement like Zolcal by Vetark.
Eventually, if you can get him onto it, a pelleted diet will provide all his nutritional needs.