I have a grey who is one and a parrotlet who is 18 months.
I had the same concerns with both mine and shut the curtains and covered the mirror when they came out initially.
I did the same of putting them on their play stand near the window and id sit on the window ledge inside (we have large bay windows) and touch the window, lean against it and when the birds came to me id show them they couldn't get out by touching the window and gently tapping.
My grey now loves to sit on our shoulder and rest his head on the window watching all the birds outside, or he will walk around playing peak a boo with anyone who walks past although they cannot see him.. he whistled at a lady jogging the other day which was extra embarrassing for the boyfriend who was chopping the trees!
My parrotlet once flew into the mirror and learnt the hard way she couldn't get through it, now she flys to the mirror lands on it and taps it herself before flying away, she doesn't like our mirror anymore. That though was my fault for not showing her properly that she cannot go through it
We keep our windows shut when the birds are out, however our windows have a lock ability where they are open around a finger width and they lock in that position. So if we want air in the room we use this and pull on the blinds (leaving them open just drawn over the windows top openers), we only do this is if we are in the room however.