Hi,
Start with training once per day for now. Don't push too hard too soon. Before you treat him don't give him normal feed for 2 hours. The treat loses the appeal without appetite

Great news on the clicker.
Also concentrate on spending lots of time around your bird. Just doing daily chores or sitting or whatever. Just get him really used to your presence. I talk to mine, like a mad bird woman, so if I'm doing the laundry I'll say 'Look at all this laundry George (my newwest baby), what I am I going to do?!' after a few weeks he chittering back and I'd respond with 'you think so?' then he'd chitter and i'd be like 'oh really... you think that?'... wow'
Little things like that really do help too.