Well his head shape and general look remind me of Bailee, so i'll say boy. Someone on another forum predicted Cookie was a female by the shape of her head so there might be something in head shape.
And may i just say that in the first two pics especially he looks like the name Touki would suit him cutely. If you don't use that name then it's going in my name bank, along with McNugget, Noodle, etc, and i'll just have to buy another bird.
PS: Just saw elsewhere that you're favouring the name Ziggy! That suits him great too. And it would suit either a boy or a girl awesome so you wouldn't run into problems if you guess the gender wrong.