I have been making more progress in handling Rocky. Yesterday, Thomas went running in the afternoon again, and was showering when I came home from work. I offered my (heavily sweatshirted) arm to Rocky and told him I'd take him to shower with Thomas. Instant cooperation! (He loves showers!)
This morning, Thomas had the day off, so he was working out downstairs when I was waking up the parrots and giving them fresh food/water. Not having the sweatshirt handy, I offered my (lightly sleeved) arm to Rocky and offered to take him downstairs. More cooperation! (He loves being downstairs!)
I'm still not sure where this is headed -- I'll have to wait and see. Will I only be able to ferry him around to places he wants to go? Will he step up from other places than from inside his cage? Will I be able to use a bare arm? Only time will tell.
When I have Rocky on my arm, I talk to him in this high voice that he seems to like (because he mimics it back to me), telling him what a good boy he is and using the nicknames we have for him.
Rocky came to us with his name and, although I never would have chosen that name for a bird, it seems to fit him. He usually calls himself Rock, but will call himself Rocky occasionally. He gets very excited when songs with the word "Rock" are played in our house (The Ramones have quite a few on their greatest hits CD). Many times in our house you will hear one of us singing, "Rock Rock Rock Rock Rock'n Roll High School!" which always results in dancing and singing from our little macaw.
We call him: Rocky, Rock, Rocket, Glenn the Rockster, and occasional terms of endearment like Sweatheart and Sweetpea (all of the birds get those). He doesn't seem to have a preference.