Since you'll be using reward-based training, you first need to know how you are going to reward your grey's good behaviour  during these sessions. You should find something which you know your particular bird already really likes as this provides the  bird with the essential motivation for working with you. The reward may be a favourite food treat, or a particular toy, or having his head scratched. It's more effective to make sure that on training days the bird only gets these rewards by actually earning them: they should not be given for free, otherwise the bird has little incentive to cooperate. Most training sessions should only last for two to four minutes.

Ensure your bird sees the reward

Start by having your grey perched on the back of a chair and make sure he is calm but attentive. If the reward is a  toy or food treat, you can show him this as you hold it in one hand. Say your bird's name and try to make eye-contact, then approach him and place your other hand just above is feet and say 'Step up'. Your 'step up' hand should be held with your four fingers in line and your thumb down out of the way. You can touch the bird just  above his feet with this hand as you say 'Step up'. Repeat your request if needed and make sure the bird can see the reward being offered. When he does step up, praise him enthusiastically, then after only a second or two, say 'Go down', place him back on the chair back and give him his reward, with more verbal praise. Allow your bird plenty of time to appreciate the reward. Repeat this once or twice more, then end the training session.

It's best just to have one training session on the first day and try to end this on a good point, even if the bird has  only stepped up once and had his reward. On subsequent days you could have two or three sessions, but try to  work with your bird when you know that he is in a good, calm and receptive mood. Whatever the bird does during these sessions, make sure that you remain completely calm and appear confident. A calm atmosphere will greatly  assist your bird in learning the requests. Soon he should be stepping up and down more easily as he gets used to these sessions.

Testing to confirm a favourite food treat
The bird selects from several items on offer to see which he  prefers; that item can be your reward.
Keep your thumb down out of the way when
letting a bird perch on your hand.
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