We used a glove with Kiwi when we first got him, since he hadn't ever been handled and could take a sizable chunk of flesh with him. He was not scared of the glove (many birds are) and it actually improved our relationship with him since it made bites more bareable and allowed us more contact time with him so he learned to trust us. We also did "step up drills" which helped immensely with familiarizing him with what we expected of him and opening ways of communication with him. We would basically put him on the back of the office chair (a spot he wasn't territorial over), and spent 15-20 minutes at a time having him practice stepping up and down on command. I've never worked with a juvenile bird (Kiwi was 10+ when we got him), but I imagine the same concept could be applied to a baby. You also need to start learning his cues and ways he is trying to communicate with you. I'm not familiar with parrolette behaviors, but I'm sure they show signs they don't want to be bothered, and you need to find out what those signs are and respect them (or be bitten). And I hate to be so blunt, but if he consistently bites you after falling asleep on your finger, perhaps you shouldn't let him sleep on your finger anymore. Who knows why he does this, but he's probably telling you something (like he doesn't feel comfortable waking up there). Best of luck to you!