Getting comfortable and settled in is not the only issue. Often, baby birds are still too young to really care about learning behavior or working for food. They were just weened and it's hard enough to get them to eat in the first place and the last thing you want is to limit their food.
Instead, focus on introducing lots of new foods, developing treats, developing a bond, taming, getting used to hands, grabbing, etc. Baby birds are very moldable and eager. Formal training doesn't have to start until the bird is willing to make the effort consistently to walk over to take food from you.
Check out the early bits of my blog to see how I did not formally train Truman (Cape Parrot) when I just got him because he wasn't ready:
http://TrainedParrot.com