Like many African Grey parrots, Coco used to be very water shy and used to absolutely hate getting wet! Over the years, I've managed to train him to the point where I can take him into the shower with me. We have a walk in shower pod and it has a built in radio, etc and also a seat for humans (where he sits).
Many of you may be wondering how I got him to the point where he'll happily sit there without throwing a fit.
I firstly started off by showering myself with him just outside the shower pod. This not only shows him that the water will not harm me, but it shows him how much I enjoy it. Once he had seen me in there a good few times, I seated him inside the shower pod (which he really didn't like!). The first few times I turned the water on, he went a bit crazy. I think I remember him growling slightly and looking on edge, but eventually he got used to it! Now I can happily shower myself and then position the shower head ontop of him so water falls directly onto him.
Now please if you do attempt to shower your grey in this way, do not put them in direct contact with the shower head. Some of these can be very powerful and may harm them. They also may not like the direct contact and it most certainly will scare them.
I always position the water against the pod ontop of him so water falls down onto him. After he's a little wet, he sits there and makes cute noises.
It does require trust from your grey, but it's definitely possible. Once Coco is wet, I sit down and touch my nose to his beak as if a partner would in the wet rain forests.
Well I hope this helps. It really is a great way to shower your grey and have some company in the shower whilst you're in the process!