Your bird learns from his flock leader - you. Put him on a shower stand in the shower while you have a good time taking a shower - your grey will not be able to help himself and will eventually try it out. I like pretty warm water, so I will put the grey up high on the shower rod while I am actually washing up. Once I am done, I put the bird on the shower stand closer to the water and make the temperature as I would for my 2 yr old - lukewarm. I think that mist and bathing is also an essential when they are molting as it helps to loosen the casing around the new feather. I also read somewhere (can not remember where now) that bathing is one way to keep your bird from plucking as they develop healthy "preening" habits.