Okay, sounds like first and foremost, your bird is screaming for food. You are correct, transitioning needs to be gradual. Cold turkey can actually be dangerous. The old addage, "he'll eat it when he gets hungry enough" does not apply here. Parrots being given nothing but unfamiliar food can and do in fact starve themselves to death. So, give him his old food, now, and transition gradually to a better diet. Healthy diet is of zero value if he won't eat it.
Now, your bird has likely been force weaned, rather than abundance weaned. Sadly, that's a common practice by less than scrupulous breeders because they can push out more birds faster, meaning more profit. Force weaning does NOT equal FULLY weaned. Ekkies commonly take a little longer than some others to fully wean to solid diet. Please consider getting some baby bird formula and offering it until he refuses it, following instructions, of course. I have no experience in hand feeding, so I'll leave that to folks with first hand knowledge. An avian vet is your best resource, or at least different breeder (as this one doesn't seem to know or care about proper diet for ekkies) who can help instruct you. It's very easy to make mistakes in hand feeding that can turn out to be deadly, so again, ask someone with experience for help. If you ever feel that something isn't right with your bird, ASK. Much better to know than not, right? Here's a link that may help.
Today I spent several hours trying to help someone save a baby bird they had purchased unweaned. The baby died; they are usually almost dead by the time the new owner realizes something is wrong, not because the owner doesn't care but because they are not educated about what to look for or...
www.parrotforums.com
Please keep us posted!