We adopted a 6 year old B/G Macaw a month a ago. His old owner taught him how to shake and step up. He will let me shake his foot but if I ask for him to step up he just tries to bite my arm.
just give him time, he already knows the command, but as your still new to him, his prob a little nervous
watch his body language very carefully, any turning, even slight turn of the head, as you go to ask for a step up, stop an walk away or just pull arm back, all the while keepin your voice nice calm an chatty
you could give him a treat when you ask him to step up, but make sure he see's his treat an give it as soon as he steps up