For quarries such as the Myna (and Starlings for that matter), they both fight hard with beak and feet and can put off a young inexperienced bird. Often when using them as a bags it can be prudent to tape their beak shut and some even tape the feet a little to make sure that the first few are not traumatizing too much. Young hawks and falcons are usually very naive and sensitive about those early attempts and quarry, and it is not unusual for them to be put off by certain quarry if they are too traumatized at the right time. Surprisingly, even ducks such as Mallard can be very aggressive and intimidating to a young Peregrine female, striking at her with its wings and beak when they are both on the ground, lots of hissing by the duck. I have heard a couple of guys say that when that happened their birds never wanted Mallards again.
So be cautious if you can. Something like a sparrow might be a little easier for him to deal with right now.