I agree with Randy and Diana. Rocko has had a rough introduction to your home and now is the time to take a step back and let the poor wee guy settle.
Make sure his cage is really inviting when you are putting him back. I used to have millet, sunflower seeds and a nice leafy green available when it was the end of cage-free time. You really need to make returning to the cage as stress free as possible.
You also need to practice the virtue of patience. While you may want your tiel to be doing it all in the shortest time span possible, the taming process must be done on his time. Rushing him, pushing or stressing him out will only act to slow the taming process and potentially beak any trust that may have been built. Slow down and enjoy Rocko for what he is offering you at this time.