Oh boy, all my birds absolutely HATE spray baths. They seriously either freak out completely or go total agressive defensive. I gave luck with the little Lixit (?) Bath, it's kinda aqua colored and attached to the cage.
Most likely if he wants to take a bath, he will get his n his water dish. You might find him in there .... Who knows maybe he's already doing it when you aren't looking!!
"In his hand is the life of every creature, and the breath of all mankind." Job 12:10