I don't think it is lack of aeration or your yeast. I think Evan and David hit it on the head! The amount of unfermentables from all those dark grains are very likely what's giving you a 1.030 FG. Let it condition for a long time and see if it drops a bit and mellows. I seriously doubt that it will drop more than a scant few points, but it might make for a nice, creamy stout - very RIS-like.
My only concern is the same as Evan's - you may have a lot of tannins from all those dark grains. Just wait it out and see. I did something very similar once several years ago with a Porter and the beer was only good for marinades and cooking!

So, don't feel like the Lone Ranger here!