My personal account: I too have a shy cockatoo, she is a G2, been here 15 months - still shy & nervous (plucks less). Like you said "we are taking baby steps", once my gal started enjoying new people coming into our home & after 1 year of settling in we try to socialize out with others once a month.
Those are her terms (lol), she does get nervous & keeps in real close contact with us when we are out, but she happily goes to others during the outing. I can't bear to stress her more than once a month for now (if she gets home & plucks badly then I will know it wasn't a success)! Once home from outing she is beat & sleeps right away. Only you know Winter best, but I feel socialization is important living in our
"flock" for the duration of her life. I also have an Eleonora that is VERY outgoing - I hope with time they both will outgoing. Good luck trying if you choose to.
Photo of her last outing just came in the mail, in MN bird club newsletter. http://i123.photobucket.com/albums/o305/bathburrow/Kazoo/kazooatbirdclub.jpg
She's on her favorite person, Hubby Erik, son Gage is standing there & of course me sitting & creating!!