
My 1 y/o CAG Alex went through a brief nippy phase which I attribute 100% to my boyfriend "playing" with him with a towel wrapped around his arm. Alex would bite the towel and he would laugh at him and egg him on, and he would bite harder next time until one morning I reached my arm in the cage to let him come out and he CHOMPED me while stepping up (which I was totally not expecting) and then giggled at me while I was gasping, so I went through an entire day of targeting and stepping up, and he never did it again. It did hurt, but my amazon Lulu has bitten me WAAAAAY worse.

My opinion of grays (or atleast of Alex) is that they will do what their environment encourages them to do. If you are visibly stiff and rigid with fear when reaching out to your bird, he might react with similar fearful stiffness and he may nip if he's startled while in that rigid state. However, a healthy level of fear prevents us from getting careless, and caution is never a bad thing. Caution is good, but hesitation is bad. So, proceed with caution, but be sure to proceed steadily and confidently. Fake confidence looks the same as real confidence, and since the bird won't know you yet, he's unlikely to know the difference. If he's well-socialized or atleast used to human contact, I really don't think you have to worry. Alex was a baby when I got him, and he barely got handled at all, and he has never bitten me once aside from the time he chomped me. One thing I do with all of my birds (particularily Lulu, because she is a nipper) is that I keep gobs of stuff in their enclosures for them to chew on and trim up their beaks, as well as lots of grooming perches. I really do think it makes a difference in A: satisfying their urge to nibble in a healthy way and B: keeping their beaks from turning into razor blades.