Hi Linda,
As long as you aren’t seeing any bald spots, or places where she only has fuzzy down feathers, then it sounds like a molt. The improved nutrition has likely triggered a molt and you should start seeing better feather condition. Also, greys have a powder that is released by powder down feathers when they groom themselves. So some of what you are seeing my be from these. Grey are very smart and need to be kept busy, so pellets can be too boring for them. But of course they need a balanced diet. We do make foraging diets that contain whole seeds and grains. These diets are nutritionally balanced the same as a pellet, but they are not ground up. They can be fed alone or combined with pellets. So you might want to try your Grey on some Nutri-Berries, Pellet-Berries or Avi-Cakes to give her some variety, and the tastes, textures and foraging exercise that are more natural for her.
Thank you for visiting Lafeber’s,
Brenda