Try letting him(?) stand on the shower door or rod to ease him into the idea of getting wet. Both of ours love this & if they're in the mood they'll get right into it. Our GW will usually hop right on my shoulder & jam herself under the showerhead - loves the shower!

BTW - Re misting, oddly the shower-loving GW hates it & the B&G loves it. Parrots can be odd.