My Umbrella Cockatoo and Yorkie "play" together on the floor, supervised of course. It is histerical to watch. Molly always steals her toys and runs away and Pearl (U2) chases her to get it back.
I also have a Senegal that I think would eat my Molly if I let her. I think maybe in the "bird world" it might be the same as with little dogs. They don't know that they are little! lol