One thing to be aware of - at this point, if you get another bird to be companion for the grey, they may bond to each other and start wanting even LESS to do with you, which will make forming a relationship really hard.
I think that spending quality time training with them will do a lot for their tameness and well-being. Not only does training get them more used to you and develop a bond of trust, it also creates a way for you to communicate in a way that BOTH of you understand. A lot of people say "I don't want to train my bird - it's not a circus performer!" But what many people don't understand is that EVERY interaction you have with your bird is a training session, whether you realize it or not. So it's better to start consciously training them to do things that are good and not reinforcing the behaviors you don't like. And birds are very smart. Every bird I've met seems to really enjoy training if the owners make it fun. They love getting praise for doing a trick and lots of birds get super excited to learn new tricks. Tricks give them something to think about and can also be used to distract them from biting or getting into mischief, or for socializing them to new people, or for giving them opportunities to exercise - the benefits are endless.
I recommend starting with clicker training to set a foundation and then go to target training (which is a lot faster once they understand the meaning of the clicker).
Michael has a great article on his blog about starting to train a bird:
How to Tame and Train a ParrotHere is a great video about clicker training that I always recommend people to:
Clicker Training Made EasyMichael also has lots of blogs/videos on training different tricks and behaviors.
Also, you should teach them to forage for their food. This will keep them busy and mentally occupied while you are at work. Here is a video which I like because it shows how you can progress the difficulty of foraging and how you can create a lot of foraging opportunities at home. The bird in the video is a macaw, but CAGs have fairly large beaks too.
Beginner Foraging TipsGood luck!