They are one of the special care pheasants. They can be tamed down in most cases, well tame for a pheasant, they'll never be like a chicken. They can not tolerate northern cold, they are a warm climate species so you will have to have a fully enclosed heated pen for the winter months for them in PA. They are pretty much a must on heavily planted and covered pens. They produce very little, 2-6 per pair a year and you have done good, part of the reason they cost so much. The greys are the easiest to care for of all the peacock pheasants though. A good game bird ration is all that's needed, that and some greens and fruits to pick at (as mentioned they are a tropical species). Chicks can be hard to start at times, mealworms usually help out with that. They are best bred in pairs if you plan to breed them.
Oh and if you think the greys a pretty, look up the palawan and rothchild's mountain peacock pheasant!
Try Doug Mc Nutt at
http://dmcnutt.homestead.com/home.html
he has all of them, just a word the other 2 I mentioned cost a fortune, and should be left to seasoned pros as they are much tougher to keep healthy. Oh and for God's sake, dont put them near chickens or turkeys or nothing like that, they'll be dead in a week, they cant tolerate disease like the domestic fowl can. They live a very solitude life and just arent use to being exposed to the various diseases that barnyard fowl carry.
If you are willing to do the commitment to them, try them, there's nothing prettier than seeing their courtship displays, they fan just like a peacock, thus the name.
Good luck