I've only minor experience dealing with a Grey but based on experience with a few other breeds just introduce them slowly. If you are at all unsure of how they will get along never allow both birds to sit on your shoulders at the same time. Never introduce them around or on the cages, they can be very possessive of the cages.
I had my 7 year old Grey for about 6 months when my girl got a Sun Conure who is about 10 months old. We started out holding them in the same room and after a few weeks I held both of them on either hand and very slowly brought them within reach of eachother but ready to separate them instantly. I repeated this several times a day over a period of 2 weeks until I was sure the grey wouldn't hurt the Conure nor the Conure provoke the Grey. I still don't allow them to play on the same surface but given that my Grey was abused I'm not willing to risk her accidentally or purposfuly injuring or killing the Conure.
Knowing your bird's personality will help a lot in determining how he/she may or may not react. Better safe than sorry though! Animal/Animal interactions can't be safely determined via Animal/Human interaction.