I don't agree with this practice due to the intense pain and discomfort caused the parrot - so much pain that the bird often regards anyone associated with that pain a much feared predator, including the owner watching nearby. I have done numerous consultations with people, whose Greys are completely phobic around them, but behave normally with other people. These birds don't know how their human caused them so much pain, however their genetic patterning as prey animals tells them that the humans who did it are threats to the parrots' lives and must be feared. Phobic parrots are the most heart rendering to deal with, because much of the time their owners love them dearly and have no idea why their parrot won't respond to their love. Believe me, it is much easier to prevent phobic behavior than deal with it after it happens.
Parrots are prey animals by nature.
That means they react to danger with a flight response. In other words, they won't stick around to confront their enemies. Try to anticipate what may frighten your Grey. Sometimes it's as simple as a new toy or piece of furniture. Let the bird become familiar with the object from a distance over a few days time period, before placing it in or near the cage.