I think something like this, the biggest impact would be in the short term, so if he seems fine he probably will be fine.
That said, you probably want to keep a very close eye on him, AND the air purifier running in the kitchen, just to be sure. Just because it won't kill him doesn't mean that it's healthy. Think of it sort of like second hand cigarette smoke, it won't kill you instantly when you come in contact with it, but do you really want to inhale it?
Microwaves tend to bring out the worst scents in anything, though, when overcooking... About a month ago (before Sunshine found her way into my home) I tried to thaw a frozen whole grain roll and put the timer on for a bit longer than I should have. All this horrific smelly awful yellow smoke came out of the microwave when I opened it, and it still stinks when I open the microwave door to this day! I'll confess it has made me wonder what in the world is in whole grain and do I really want to keep eating it?!?
Or, in short - It's just better to be safe than sorry. I'd keep the ventilation going, and do what you can to get the smell out for both you
and your eclectus. (And I do still eat whole grain bread, in case you were wondering).