One particular approach in the context of Animal Computer Interaction (ACI) is auditory enrichment for captive wild animals. Here we describe our research and the methodology used to design musical instruments and interfaces aimed at providing auditory enrichment for grey parrots living in captivity. The paper is divided into three main phases: a project review and classification, sonic experiments at the parrot shelter and the design of musical instruments. The overview of recent projects that involve animals in the interaction and music-generation process highlights the costs and benefits of projects of this kind and provides insights into current technologies in this field and the musical talents of animals. Furthermore, we document a series of sonic experiments conducted at a parrot shelter to develop acoustically enriched environments through the use of musical instruments. These investigations were intended to provide a better understanding of how grey parrots communicate through sound, perceive and respond to auditory stimuli and possibly generate sound and music through the usage of technological devices. Based on the cognitive, physiological, and auditory abilities of grey parrots, and their intrinsic interest in sonic and physical interactions, we finally developed and tested various interactive instrument prototypes and here we present our design results for auditory enrichment in the context of ACI and artistic research.