My male galah Bandit already says "baby boy" but he says it whenever he feels like it, not whenever I want him to. So I decided it was the next phrase of his I wanted to put on cue! 

He currently says the following on cue already:

• Cue: Waving of my fingers // Word: Bandit
• Cue: Word "kiss" // Action: Leaning in, giving a kiss on the cheek with the noise and saying "I love you" 
• Cue: When I give him a kiss on the head // Phrase: "I love you"
• Cue: Night Night // Phrase: "Night Night"
• Cue: Bite + chewing noises // Behavior: Same thing! 

So I thought the next thing I'd train him would be at his own pace, using capturing, and could be more talking because he just has the cutest voice ever! (I'll point out he learns from my voice now, haha!) 

Above is a impromptu training session around breakfast time. You can hear he pretty much runs through his entire vocabulary seeing which words and phrases get treats. The more he realizes only "baby boy" earns a treat, the quicker I can put it on cue. Next, I need him to understand that and start "begging" for treats by saying "baby boy" over and over again which means he understands saying it gets a treat. When he is at that phase, is when I can implement a cue! 

A clicker really helps speed this slow process of capturing wayyyy up! But if you don't have one, you can simply say "good" and reward with a treat. 

If your bird is getting frustrated, that's okay as long as he/she does not get DISCOURAGED. I try to keep Bandit from getting too frustrated because of this, and will sometimes reward for "Love you baby boy" or "Hey baby boy" even though I only want "baby boy". I will also sometimes end on cuing him something he already knows so he ends the session feeling successful. It's important no matter how you go about your training, that you make the training FUN for the bird. Keep it a positive experience, even though failing is necessary in the learning process.