I am wondering how to approach hand-training a budgie out of his cage. He'll step up on command when I hold my finger near his feet in the cage or when he is out of sight of the cage, but he is hesitant and skittish to be approached when he is on the cage itself. Even trying to slowly get my finger near him makes him flee to a spot that I can't reach easily (I don't try either, since I don't want to frighten him more).
Anyone has any advice for this? We'd like to get him a bit more tame before introducing a new budgie friend to him, since training with 2 budgies is significantly more difficult in our experience.
I'd back off a bit, without taking him out of the cage and just get him more comfortable with your hand only. Don't even try to have him step up, just comfortable with the hand "thing". Taking it slower, he'll probably begin to bond where he wants to be close to your hand. Then begin thinking of allowing him out of the cage. By then you hand is less scary and then you can try working with him out of the cage...but slowly.
I completely agree with Phil.
It takes a lot of time (and trust on the budgie's part) before some budgies are willing to step up or be close to you outside of their cage.
You can try holding out the back of your hand rather than your finger for him to step up on.
In my experience, many budgies are more willing to step up on the back of one's hand rather than onto a finger.
Using positive reinforcement when he does step up is a good start. You might also consider clicker training.