Some theories suggest young chicks do this to test the durability of the thing they are climbing on. Others suggest they do this as a sign of affection, you do not have feathers but they're trying to preen you. This could be done as a way of saying "no" too. It just depends on the context. If you yell or make a lot of noise when they do this it could be stimuli and you may be adversely encouraging it. Most of my chicks stop when you ignore the biting long enough.
Definitely don't use a spray bottle. He will not be happy, he will just get scared of you (and/or the spray bottle itself) and be more likely to bite out of fear. You'll be the bad guy and that's not what you want if you want him to think if you want your bird to happily step up for you. Positive reinforcement when they do something good is always always always better than punishment for bad behaviour.
My guy went through a grumpy biting phase for a little while.
Every time he went to bite when we picked him up, we would sternly say, "no" and leave our hand or finger in the exact spot until he calmed down and realized biting wouldn't get him his way.
Unfortunately, we did have to grit through a few hard chomps and nibbles until he realized biting would not make us go away.
That's my suggestion! Good luck!