Sounds like he is a shredder. Parrots make next in the wild using dead or old trees that they hollow out. Our conure really loves toys that let him use those "skills;" things that can be destroyed, basically. We do keep some indestructible toys in there too.
Check out Chopper's Toys. They make really great toys that never fail to impress all of our birds-- from the budgies to the larger guys. Rico also likes the "bird kabobs" that Petsmart sells. They are logs made out of soft wood that can be hollowed out by the bird.