Yes — unsalted almonds offer healthy fats and vitamin E, and an in-shell almond is a great puzzle for big beaks.
What it means for African greys
This is one of the foods we especially recommend for African greys: they're prone to calcium deficiency, and it's a good source of the calcium they need. Greys can take a larger portion than small parrots.
The full picture on almonds
Sweet almonds (the kind sold for eating) are safe and nutritious: monounsaturated fat, vitamin E, magnesium, and protein. For macaws and large cockatoos, cracking the shell is genuine enrichment. They are calorie-dense, so they're a rationed treat rather than free food.
Plain raw or dry-roasted unsalted only.
In-shell for macaws and big cockatoos; shelled slivers for small birds.