I just taught my Senegal to fetch. I broke it up into small steps. you want the bird to always enjoy the training session.
this is how I went about it. I started her out on her training perch. that way, she had a limited area she could move in. I handed her an object and let her play with it until she got tired of itanddropped it. I had a large bowl to catch it in and made sure to catch the object when she dropped it. As soon as she did, I rewarded her. I did this several times in a row, always rewarding her for dropping it. Then, I allowed it to drop on the ground. this time I withheld the reward and did not say a word and turned my back to the bird for about 20 seconds, so she could think about what had happened. you should always make sure your bird succeeds much more often than she fails, even if you have togoback a stepor two. once she is consistently placing the object in the container, You can gradually move to a smaller container. make sure not to always hold the container I the same spot, so she learnstogoto where ever the container is. once she is good at this, you can move to a table top, but you may have to go back a few steps until she is confident again. keep the training sessions short. 10 minutes should be long enough per session. Always end the session with a success, even if you have to go to a trick she already knows.
If she is not thrilled with the idea right now, wait a week and start fresh with a different object. also, make sure she is not scared of the object. have identicle backup objects in case one falls to the ground. birds are like small children, they sometimes make a game of dropping objects, just to watch their owners retreive them. To avoid that problem, leave a fallen object and offer an identical one. You can pick up the fallen objects later,when she is not noticing it or the session is over.
Let me know how it goes! I have only had my bird for a month. she really enjoys our training sessions and it has helped us to bond. good luck with your grey!