I have a GCC, Cockatiel and B&G Macaw. During the day the GCC and Cockatiel are in and out of the cage they used to sleep together in (I recently put the Cockatiel in a different sleep cage). I have 2 food dishes in there that they share out of. My macaw is constantly climbing down off his cage or the playgym and coming into my office to see what I'm doing. I just took a video this morning of the GCC and Macaw eating breakfast out of the same bowel. My GCC will eat out of whatever bowel he finds! He will even go into the Macaws cage to snoop around.
So in short, there is nothing wrong with this behavior, if they are getting along and enjoying each others company then you should enjoy that lol. Make sure there is some food put in the cage for the Pionus at night so it has some to eat when the Grey is not in there. They have each found a friend and that is wonderful!