um, you could try approaching his cage with your hands behind your back first. then once your near the cage, slowly bring one hand out to scratch your face.
while u do that, slowly bring out the other hand in a closed fist and place it near the cage.
birds feel less threatened when the hands are closed or busy "preening".
and move one hand at a time. (the get overwhelmed trying to focus on both hands at the same time and panic)
that'l hopefully get u through the approaching-the-cage part!
as for getting him to step up, have you tried bribing him?
(place his treat just behind the hand on which he is supposed to step up on. so that he has to step on your hand to get the treat)
besides, your conure sounds really friendly so it wouldn't take long for him to WANT to step up if you provide more one0on-one quality time outside the cage!
(hope this helped...)
good luck! and congrats on your new fid!
love + patience + care + consistency= a feathered friend. ^__^