Parrots possibly do have allergies to certain foods and things in their environment, but there is not a definitive way to test parrots for allergies. So observation is important and in your case, your grey appears to have an allergy or sensitivity to peanuts. I would agree it is probably not common. Generally the issue with peanuts can be aflatoxins which is why we use human grade and test every batch.
Unfortunately for your grey, peanuts are a common ingredient in most parrot foods. Even if the food does not contain peanuts, it is all made in the same place. But if he is eating the Pellet Berries with no issues at least he is getting complete nutrition. As far as variety, you can offer fresh foods and healthy human foods. I will pass your comments along to our office.
Thank you for asking Lafeber,