Yes, it is a good idea that when you are changing their environment, with new and exciting things, that you still add some elements that they remember, like food or water dishes, perches, etc, just so that they get used to their new cage and surroundings. Very important to create a bit of a stress free environment and to slowly introduce new things. .
Although he sounds like he is exploring and having some fun, he is also probably a bit stressed. I find that sometimes when our budgies make some noise, they are trying to get our attention. So, give him some attention too, and maybe add some wet greens to one of the food dishes, hold it close to your mouth while talking with / to your budgie pretending like you are eating yums yums from the dish. Then hold it and slowly try offering the wet greens in the bowl to your budgie. If he isn't flying off or scared (don't force it) and is genuinely interested he may just eat from your hand out of the bowl.
Like the food bowls, you can have both and monitor his interaction with each and see if he is eating out of them. I think my point in all of this is that you are a flock member, so you gotta show your birdie that it's okay. I know this may sound a bit weird but I try to interact with my budgies in the weirdest birdie way possible...and sometimes that means pretending like I am a part of the flock.
Of course, this doesn't mean you have to do this, it's just my way of connecting with my flock mates. In reality though, they more than likely think I am weird 'cause I don't look anything like them.
For the most part, it sounds about right -- that your budgie is exploring and trying to figure it all out with the new items that surround him. Raffa needs time to adjust.