Do you have an extra tension-rod shower-curtain rod? I keep an extra one overhead longwise in my shower, I have hangers on it so I can hang up clothes to dry.
I also keep a few hangars on the tension rod that has the actual shower curtain. My Sunny likes to climb on the hangers while I'm in there. When I shower she will spend a little while on the hangers from the rod that are in the tub.
I used to keep one of her Spiral Perches clipped onto a pants hanger which I would hang in there, that's how it got started. You could try something like that!
Otherwise IF you have an extra bathtub tension-rod you could install it (inside the tub at a somewhat lower height than your actual curtain) and your bird could use it as a perch, temporarily, until your hardware stores open back up again.
I also have a couple of large parrot ladders. One of them, I originally got with intention of standing it up in the tub for Sunny to use as a showering perch. I never used it that way, as shortly after I'd gotten it she began climbing on the hangers preferentially. I still think it would've worked well. Do you have any furniture or ladders you could re-purpose for in-shower use in that way, temporarily? (or permanently)
Just because you plan to have something inside the shower, does Not haveto attach to wall. You could creatively use something freestanding. For example my Sunny's favorite perch in my bedroom, is a cheap wooden, folding clothes drying rack. Mine is too big & too flimsy, but a smaller & more heavy-duty version could work for you.
Or what about a wooden chair you're not attached to? Some such type thing you can creatively MacGyver into a temporary wet-stand for your Gray.