Stop grabbing him right away, and never force him to do anything. You need to start over and earn his trust. Just be patient and respectful of his wishes. Save his favorite treat, like millet, just for training. See if he will take it from your fingers, but if not, drop some in his food bowl every once in a while. Set a perch up outside his cage door and put a play stand near his cage or on top of it with a rope or ladder leading to it. Put his favorite treat on the playstand and deck it out with some exciting toys and treats. Maybe you can lure him out of his cage with millet. You can start target training while he is in the cage, and eventually you can target him to go out of the cage. Are there any areas he perceives as a nest in his cage? Anything scary or new in the room he is in?