Hi Sam,
Welcome to the forum!
I've put together a few notes on the subject of gaining the trust of your grey
here. I work in parrot rescue as an ACO for Birdline-UK and this article is about rehab of older parrots based on my experiences with our two rescue greys,
Induna and
Inenekazi. The principles are the same, but it should be easier for you since your youngster is alreday reasonably comfortable in human company.
As for the stepping up, a common mistake when people start train their birds is that they forget the "up" bit and hold their hand too low.

You need to put your hand in front of Jasper, touching his chest about half way up the breast bone so that he does actually have to step
up onto your hand. If you hold your hand too low, he will have to steady himself with his beak, which can lead to 'beaking', which, if you are even a little bit nervous about his beak, can lead to a full-blown biting habit that could take years to break.
To make things easier, you need to know what his absolutely favourite treat is – peanuts, for example. Don't give them to him at any time other than when you are training him and don't give him a whole one either. Shell one and cut the peanuts in half. Then put your hand up to his breastbone, holding the peanut in the other hand where he can reach it when he is on your hand. Give him lots and lots of praise and give him the treat. Then repeat the process in reverse to get him to step down again.
Oh – and do not try this training anywhere near his cage! That's his turf and he will defend it tooth (or should that be "beak") and claw! The bathroom is good place – just make sure the lid's down so he can't drown himself.
Hope some of that helps!
CQ