Yes, same gender bonded pairs have been documented in many parrot species. If the parrots are in the wild or kept in a large aviary with a choice of possible mates, they are more likely to select the opposite gender. But if they can't find a suitable mate of the opposing gender, they could bond closely with a compatible same gender bird. Interestingly, they may exhibit many of the same mating behaviors, like grooming, feeding, nest-building, and even mounting.
There are a couple ways to visually distinguish gender in African Greys, but the surest method is DNA testing.