While commercial grit products are available to add to your bird's diet, it has been found that grit is not nearly as important to pet birds as it is to birds in the wild. The reason for this lies in a captive bird's diet -- most commercial bird foods are formulated to be easy for a bird to digest and absorb, making the need for grit less important than it would be for a pet bird's wild counterparts.
All the same, there are many bird owners that offer their birds grit on a weekly or bi-weekly basis. Opinions as to whether or not the grit has any real benefits vary widely within the avian community.
Personally, I do not offer my birds any commercial grit products, as they pose a danger of impaction and other veterinary problems if the bird ingests too much. Alternatively, I add crushed eggshells to the fresh foods that my birds eat once a week. The rough eggshells help make sure that any large particles of food are thoroughly broken down, and they also add much needed calcium to a bird's diet.
If you feel that adding grit to your bird's diet could be helpful, the best thing to do is consult with your avian vet before making any changes in your bird's feed. A qualified veterinarian will be able to assess your bird's nutrition, and suggest any supplemental changes that will be of benefit to your pet's health and well-being.