I have been using Watchtower and AWAKE! magazines to line his cage.
Four of them side-by-side just about cover the bottom of the cage.
Do you think that they may be harmful to his mental health?
LOL, may cause him to be controlled more in the cult since he'll be reading as well...
Just be careful with the color ink. The newspapers use to use something that could have been harmful, I'm not sure what that was but I think they stopped using that kind of ink. At any rate, I stay away from inks that are colored. New's papers that are in black ink is what I use. I won't even use the adds if they have color in them. That's a "just in case".
BTW, do African Grey parrots need a mate to be happy?
No, they do not need a mate...this is a misconception on most people's parts. In fact, if you do get him a mate, you are taking the chance of him not wanting to bond with you. And on top of that, sometimes the "mate" you pick out for them they will not like. Just like humans, they may not like the personality of the new bird and then you'll end up with two birds that don't like each other.
Spending time with your grey and training him will make him happy. Learn his language and he'll learn yours.