OMG that was so cute I can't stand it!! Baby birds are so amazing and yes they are demanding!! Even as adults! I have a 3 1/2 yo cockatiel and he still likes me to feed him by hand lol.
Tom, as for food, if you are near a pet store (preferably pet bird store) you can feed it Lafebers instant Nutri-Start baby bird formula. Since the little one is already eating from your hand, you shouldn't have a problem feeding it to him.
I do make scrambled eggs for my bird - he LOVES it!! You can add peanut butter and other goodies too - like worms mmmmmmmmmm - I even add baby food to them, chicken, beef, turkey. Come to think of it, that might be a good idea instead of the baby bird food get a couple of jars of regular baby food - beef, chicken etc.
He cries for it every night for dinner - yes I admit it - I spoiled him :) I hope you spoil your little enemy there.