Pepper always enjoyed his baths in the shower. One day I changed things and I used a "bathing spray" on Pepper, it negatively changed everything. He would run and hide at the mention of a "birdie bath". It took me nearly a year to get him to enjoy his daily baths again. I've shared this just to let you know that Ollie may learn to enjoy baths, but it may be a long process.
Here are two suggestions. First, is it the mist or the mister that Ollie doesn't like? You may want to invest in a pressurized mister. I've used a mister for a while and found it much less intimidating to my Senegal.
The larger mister shown on this link is the one I use. I can pump it up, set it down and direct it to shower my bird with a very light mist for about ten or so minutes. There's no more fear of the strange device (hand mister) in my hand.
Second, have you tried a shower perch? Start with it in the shower with Ollie on it. In a few days, turn the water on so that it is not hitting Ollie. Over time, weeks to months, change the location of the perch so that Ollie has the option to get misted or into the actual shower spray.
Your goal with both of these suggestions is to work within Ollie's comfort level. There may be a little nervousness to something new, but there should be no strong signs of fear.
Good luck in helping Ollie learn that baths are fun.
