Sunny is actually just following his instincts. In the wild, a predator would grab him from behind. Your Grey would be the same way but he was probably handfed and handled a lot as a chick. It is actually best that you limit contact to head scratches on both of your birds. As pet owners, we want to cuddle them like a dog or cat, and most handfed birds will enjoy this. The problem is that normally only a mate would be allowed any physical contact beyond grooming the head. We have learned that the excessive petting and cuddling we do with our pet birds is one of the triggers of hormonal behavior issues when they get sexually mature. With a female it can contribute to chronic egg laying and with either sex it can lead to aggression from frustration. We are sending them all of the signals that we are the mate but we can’t follow through. So instead of pursuing more contact with Sunny, it is best to stick with petting his head and letting him sit on your hand. Grey do not become mature until 5 years or older, so depending on your Grey’s age, you could encounter hormonal behavior with him at some point. Generally it is not as bad as with some species, however if he gets too frustrated, Greys have a higher likelihood of feather plucking. This is just something to keep in mind. You might look it some enrichment activities like behavior modification or teaching him some fun tricks.
Thank you for asking Lafeber