Toys are really, really overrated. I suppose it is because it is something we relate to so easily. Not to mention most common pets (dogs, cats) have been neonatanised, meaning they continue to the show the same behaviours as babies do for a much longer time, and to a greater extent than they would have done naturally. One of these behaviours are play.
Indeed, parrots can be described as "playful", although play is much more common when it comes to young birds. Of course adult birds play to, but not nearly as much, and how much they do it depend both on genes and learning. They also tend to play differently, and chew a lot more than young birds.
Wild birds do play, but it takes up very little of their time. When awake, about 70% of their time is dedicated to foraging, about 25% to grooming and hygiene, and the other 5 to play. What we're doing in captivity by serving them food in a bowl is skewing this ratio to the point where it becomes unnatural and unsustainable.
To sum it up; play is an important part of an adult parrot's behavioural spectrum, but it is only a small part.
I would start by teaching him how to forage. You don't necessarily have to buy epensive foraging toys; these can be a good addition to the foraging experience, but they're seldom effective enough to use eclusively.
I divide foraging in to qualitative and quantitative foraging. Quantitative foraging is what you want to do on an every day basis; hide food around the cage, bury some pellets/seeds in a tray with wood-chips, cover his foodbowl with paper, use bird kabobs, hide food in toiletpaper, drill holes in perches and hide nuts, etc. I.e: things that doesn't necessarily require lors and lots of brains to solve, but take a lot of time.
In addition to this, some days you can use complicated foraging toys that he has to figure out how to use.
The great thing about foraging is that it often promotes the birds willingness to explore and play with objects. When you have gotten so far that you can serve 50-100% of his food so that he has to work with it, then i'd start teaching him how to play with stuff. Again, start out small. Provide him with natural branches, and uncomplicated toys that aren't that scary. Most greys loove natural leather toys; a leather strip with knots on it is a perfect thing to start with.
Also, make sure he get's a lot of room to fly- and explore in, (i'd get a minimum vage size of 2*2*1m for a grey or two) excersise is something most birds do not get enough of. It releases a lot of serotonin and dopamine, much in the same way that play and foraging does.
hygiene is also important, if he likes it, give him a shower before you leave, set a mister up to a timer or make sure to provide him with bathing opportunities. That way he has to spend some time getting his feathers back into shape.
I would also suggest getting him a buddy if that is possible, easier the younger he is. Parrots really shouldn't be kept alone if it is avoidable and it has a huge impact on their well being.
Hope this all made sense, havn't had my coffee yet so my writing is a bit off.

Good luck with your grey!