I decided to try something. I have 13 cones, 12 blue ones, 1 yellow one.
So I wanted to see if Wally could find the yellow cone. However, this will probably be down the road, at least for all twelve of them.
First, I wanted to show him that yellow doesn't just exist on flashcards. I got the yellow cone out and when he naturally touched it, I said "amarillo" and then clicked and treated him. I kept doing this for about twenty times.
Then I moved the cone back at some distance, so that he'd have to go to it and touch it when I said amarillo. I did this about twenty times as well. I gave him a break and we went out for a walk.
Once we came back in, I repeated the above two exercises. Right now, I'm wanting him to get the idea of "amarillo" meaning the color of the object, not just the name of the object. The color will be the one constant. Hopefully, this will help him learn and get the concept down. After doing this, he had dinner and his usual post-dinner nap, and he was sleeping all hard again, maybe processing all of this information and recovering from any brain drain.
Before taking him out for the last time, we did the exercises again. The distances were more varied and started getting a bit farther away. Otherwise, the process and task was the same, go to the cone and touch it with his nose.
I'm planning on this leading into me eventually putting all the cones out, and he'll have to ignore the blue ones to touch the yellow one. I suppose after that, I'll have to scrounge the internet to find a set of yellow cones or some other color so I can do the same with the blue ones.