Yep, once they learn it, you are doomed. Ray is a mechanic of the the highest skill and DID learn how to take apart his playstand, cage, locks and even can unscrew great big stainless steel quick links that we tighten with a wrench - poof, it's all like nothing to them when they get it figured out. His old cage had to have stainless steel chain and padlocks with keys as he learned to take apart or unlock everything and proceeded to let all the other birds out then too. The only fix is to have those unreachable. He cannot get out of his new cage yet but one lock is questionable already.
My advice is to either buy or make some mechanical toys for these kinds of brainiacs. Ray adores his - all stainless steel parts and thick acrylic - no removable parts but they do come unscrewed but then just hang together when unscrewed. These take their attention off the cage and playstand nuts, bolts and screws.