Personally, I wouldn't change Al's name unless he responds negatively to it (and there have been such cases with birds in abused homes).
When my Monty girl came to me, I was told by her previous family of seven years than she was a "he". Within three months or so, she laid an egg on my lap. I never changed her name, though as with all of my animals she's called by a number of "nicknames" depending on how she happens to be acting. She responds to "Princess" and "Your Highness" equally, as well as "Funky Chicken" and "Montezuma". I'm of the belief that she understands these phrases refer to her, as she'll always look at the talker and babble when they mention any of the above. She still responds best to her name, though.
That being said, he probably wouldn't mind too much if you called him "Sugar Bear" mixed in with his name here or there.