Hi there! Welcome to the forums to you and Tickle (adorable name, by the way)
Your little one has made very fast progress it seems, but make sure not to rush things. Most new budgies, especially if they're from a pet store, need at least two weeks to settle in. It seems like he's quite a character and very comfortable with you, however, so I would wait about a week before trying to tame him. During this time, you can let him out if both of you are comfortable, etc. Just make sure to go at his pace, not yours. He seems happy to me! Beak grinding and the other behaviours you described point to a happy and healthy little guy
I can't wait to see pictures of him! You sound like you've done lots of research already, and I know you all will be very happy together.
Also, if you haven't already, I would suggest transitioning him onto pellets as well as his seed for a more balanced diet, as well as introducing veggies into his food. Budgies tend to love carrot, dark leafy greens like spinach, lettuce (no iceberg) and kale, as well as herbs like parsley and basil.
Best of luck with your little one!