Hi there, a couple questions!
Have you done any pre-bonding (cage swaps)? Sometimes more time side by side calms down the crazy mounting. If you haven’t done cage swaps, I recommend stopping sessions for now, and swapping their cages every day or two for 3-4 weeks. This allows them to get really used to each other’s scents, and also lose track of territories.
Humping is normal, and if the Zoro accepts it that’s a good thing. Does Zoro seem distressed? You are right to stop face-humping, as you don’t want Zoro to get a nasty bite in a sensitive area! If Zoro tries to escape, you should stop Willow from chasing, but in general humping is OK to allow as long as Zoro isn’t very upset by it.
You are right that the nudges are “groom me!” demands. The humping is a dominance display in response to Zoro not grooming.
3 days is no time at all! And the fact that they aren’t fighting sounds very positive to me, even with the humping!
How large is your bonding space? I’ve always had more luck with larger spaces than smaller ones.
Assuming you’ve done some pre-bonding already, and the humping isn’t leading to fighting, I would start trying to increase the length of the sessions, maybe by 5 minutes each day, assuming things are going well (no fighting).
One thing I would do, is when you stop the humping (either because it’s going on to long or because it’s on the face), is to turn Willow so she is side by side with Zoro, and then pet them both on the head so they think they are getting groomed. Keep on petting and keep them calm. You can also do this when Willow comes up and asks for grooms. Sometimes this petting will also trigger them to groom each other, which is a very good thing.
Bonding does take time, patience, and persistence, so do keep working at it, and feel free to keep posting updates and asking questions! The easiest of bonds usually take a few weeks of daily sessions (after pre-bonding), and harder ones can take months.
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The answers provided in this discussion are for general guideline purposes only. The information is not intended to diagnose or treat your pet. Seek the advice of your veterinarian or a qualified behaviorist.