Again I'll echo the same advice and questions as the above members have...
Is your vet either a Certified Avian Vet or an Avian Specialist Vet, or is your vet simply an Exotic's Vet that treats all types of pets and not specifically birds? This makes a HUGE difference, especially when you're trying to diagnose the cause of self-mutilation and/or feather-destructive behavior; you absolutely need to find an Avian-specific vet who has specialized education, training, and experience in diagnosing and treating this.
***From the sounds of it, and I don't say this to be critical or rude, but it doesn't sound like the vet that you are taking your bird to for the plucking/feather-destructive behavior is a CAV, because typically the very first thing that a CAV or Avian Specialist will do in the beginning of trying to figure out the cause of self-mutilation and/or feather-destructive behavior is a complete blood-panel that includes both all routine blood tests as well as certain specific, specialty tests. In addition to the blood-work, they will also take a skin-scraping and a fresh feather sample to test for everything from parasites to bacterial/fungal infections to allergies to other skin conditions/diseases. They also typically run at least a routine Fecal Culture to test for bacterial and/or fungal infections throughout the bird's GI Tract. Once they rule-out all of the common physical, medical causes, then they move on to possible environmental causes within your home and within their cage. And as far as "approving your diet", there's no way that your vet can rule-out a metabolic and/or nutritional cause without doing blood-work and a skin-scraping/biopsy, as it could be something as simple as a food-allergy that your bird has developed.
The fact that your bird is on an all-seed staple diet shouldn't in and of itself cause feather-destructive behavior and/or self-mutilation, but if he has an allergy to something in the seed-mix that he's eating every day as his only dietary staple, then this needs to be eliminated from his diet, and there's no way to find this out without blood-work...Yes, he should be eating pellets as the main staple in his diet, with a healthy, low-fat, varied seed-mix as a supplement to the pellets...However, whatever seed-mix that you feed him should not contain ANY sunflower seeds, peanuts, corn, or other "fillers"...
What brand/type of seed-mix have you been feeding your Gray? Does it contain sunflower seeds, peanuts, corn, etc.?
Not much that can be done until you get all of the proper blood-work, skin scrapings/biopsy, and Fecal Cultures done to rule-out all of the most-common causes of this; however, you can look at your home and your bird's environment, and make sure that it's not being caused by anything that you are using in your home, such as cleaners, scented items/candles/incense/sprays, non-stick pots, pans, bakeware, or any small appliances that may contain either Teflon and/or PFC's, such as space heaters, blow dryers, etc. A lot of the time it's simply cleaners, carpet powders/sprays, or a scented item such as candles that causes this...usually it's some type of cleaner or carpet powder...
