Them showering WITH me worked for all of my guys - it's the same train of thought where they see me doing it and having fun so then it must be ok and then they just have to try it too
The first time i put jazz in the tub he hated it! His feathers were so tight that the water just rolled off him. The next time i tried he absolutely loved it! I put enough water in the tub so he could run to the end where there was no water. I cup my hands full of water and let it run above his head. He spreads his wings and lets it run on top of his head. He makes the cutest noises!!!
He also makes the same sounds as you were describing and LOUD! Jazz is also a tag and really nothing seems to bother him. He always goes after the hand held vaccum cleaner when i am cleaning his cage.
Try the tub thing again without the water running.