The best advice one can give you, even though it's really not "advice", is that no bird comes "out of the box" the way you're seeing them, even hand-raised babies have all kinds of bad habits and lots and lots to learn, including learning not to bite/nip. Usually when a bird starts biting/nipping like this, when he steps-up and such, it's more that they're trying to tell you something rather than they are angry or just don't want to do something...
I've not ever been a fan of putting the bird back in their cage when they do something wrong...First of all, their cage is their "safe space", and they typically don't think of that as punishment, so it's likely that putting him back in his cage isn't being seen by him as punishment for him doing something wrong...And the other issue that can develop is that they come to absolutely hate their cage, and then you have severe issues with them going back to them...
I've not ever owned an Amazon, and they really are a totally different species than other parrots, but have you tried the "Shunning" Method? Regardless of the species of parrot, one trait that they all possess is that they absolutely HATE to be ignored, so using the "Shunning Method" typically works very well...Basically all it entails is that whenever he bites you, you need to say the same phrase immediately after he does it, something simple that you'll remember to say every time, like "No Bites!", and you need to say it firmly, but do not ever yell at him or scold him, as that doesn't work with birds. He needs to know that you mean business and that you're being serious, but you don't want to scare him...
So whenever he bites you, no matter where in your house you are, you say the phrase, such as "No Bites!", and nothing else, and then you immediately put him right down on the floor, and turn your back to him. Another trait of all birds is that they hate being on the floor where they are lower than everything and everyone. So you put him right down on the floor, turn your back right to him, and then you completely and totally ignore him for a full 5 minutes...no more, no less. Any longer and he'll lose interest, and shorter and you're giving-in to him...Ignore all sounds he makes, don't look at him, don't make eye contact with him, just keep your back to him...If he walks around you to your front, just keep turning your back to him. If he tries to climb up your leg or fly to your shoulder, you say nothing, don't look at him, just put him right back down on the floor and turn your back to him again...And then after the 5 minutes you move on...but if he bites you again right away, again you say "No Bites!", put him right down on the floor again, and again turn your back to him and ignore him totally for another 5 minutes...And so on...They usually get this very, very quickly. And it's a lot more effective and safer than using their cage as a "punishment", because their cage should not ever be punishment, it needs to be their "safe space", that is all theirs, and that they don't dread going back to or that they associate with negativity.