Hi and welcome! Not sure where you are located in the world - but if it’s possible to take him to an avian vet, that would be where I would start (weight loss in a parrot is worrisome). Sounds like you are making good progress on bonding with your guy though!
What was his diet before you made changes? And what are you switching him to? Sometimes it can help to make changes more gradually. Also, they don’t always see everything as food, and you may need to show him that it is food (often by eating it in front of them). Does he eat any vegetables or fruit?
I’m sure others will add more soon.