I swear by clicker and target training for getting a bird to step up with no force necessary. I have used it with very small birds as well as cockatoos and Amazons and it's been very successful for me. As long as you give the clicker value to start with. That would be easy as he enjoys taking millet from you, you've got your reward already so you don't have to spend ages finding that haha
There are a ton of videos of it on YouTube teaching you how to get started if you don't already know how
