He is indeed very cute! Lots of chew toys are my solution... but I did have to teach my conure to play with them. Birds will often be more interested in something if you're playing with it, so when you get him a toy, play with it in front of him and make it seem interesting to him. Sometimes I pretend I'm chewing on it, then Wheatley gets VERY interested ;]
Create a positive association with toys. I even reward Wheatley for playing with them, because I want him to be more interested in shredding toys than other things, and it also seems to make toys more enjoyable for him. I always have about a dozen or more hanging chew toys for him, and I rotate them so that he has a different toy every day. Even things like junk mail, popsicle sticks and paper towel rolls are great for shredding.
Also, did the name Link come from Legend of Zelda? I like it!