I do not think Piccolo is acting abnormally. He just sounds jealous and is trying to protect you from strange influences. In the wild they do not even likeother birds coming into their flock. My parrot bites me just so that I will pay attention to him when I am taking care of the dogs (he did this today when I was bathing my Havanese).
Unfortunately, there is not a good solution. If you are going to make a call out, put Piccolo in his cage, close the door,and cover the cage. He will get mad but at least he can not pinch you. The problem is when you receive a call. Even if you ask your caller to hold, and then put him in his cage, he is going to associate the telephone with being locked up and will quickly resent it.
Have you tried letting him sit on your shoulder during the phone call? My parrot will scream sometimes if he hears me raise my voice but he is much calmer if he can stay very close to me. Could you pick him up and put him on your shoulder each time the phone rings?
Good luck with him. My only other suggestion for calming him down is to allow him out more often (take him for a walk on your shoulder, let him out in the yard if there are not cats around) but this really depends on where you live.