i am the mom of three parrots:
Dorothy- African grey (cag)
Bowie- blue and gold macaw
Nellie- hyacinth macaw
Reggie- hyacinth macaw
Marnie- white bellied caique
As long as he has his feathers and you do it early in the day so he has plenty of time to dry off before evening you should be fine. I would take it slow so that his first experiences with showering are positive. I take mine in the shower with me and let them watch me first so they know it is safe and enjoyable. I put the shower on mist and spray mine. You then can increase the spray so that they get fully saturated however I usually started mine out slowly the first few times.