Yay I'm glad he came out! It does sound like maybe since there is more tank space maybe he's picking on the parrot cichlid because he wants to claim more of the tank. But I agree with giving it time. The jd won't be so shy after a while. I can't promise that. But from what I heard they can come back well if they're taken care of. Mine isn't out and about until I come up to the tank but that's all I really care about.
If he doesn't come out, some jds are better off alone.
If he gets more aggressive I'd try to rehome or get another tank for the smaller fish and parrot if he keeps picking on it.