Red - As you well know, Cows are stupid; not nearly as trainalbe as Horses. Repitition seems to be the only training tool. When our girls were showing, I took care of the breaking, and then turned over the daily duties to them. I would sit in a lawn chair while the girls would spend about an hour most every evening walking the calves around in circles, setting up, pulling out of a line-up, etc. There really were no tricks we used, except that the kids would try very hard to never get in front of the nose of their calf. This did create a bit of the off balance positioning Knabe mentioned, and created a cue for the calf's next action. My job was to instruct the girls a what speed each calf walked best, exact hoof set-up, head positioning, etc. This was done over and over until both calf and handler acted & reacted the same way every time. Just like sculpting hair, our walking/positioning was covering faults.
Here is my response to your leading smoothly question. It helps to have a lead calf. It was tough for the girls to not pull the calves, but I would make them stay in place until their calf would step when they stepped. Most of the time, we kept the more experienced calf in the lead hole. The rookie would usually follow. Rotation began when the #2 calf was cooperating about 50% of the time.
Showmanship competitions became more interesting as each calf matured. Several times when our girls were not selected, the Judge would comment, "This young lady always has her calf in the perfect position, and walks at just the right speed. She seems to anticipate every problem. But, she just doesn't put enough effort into what she's doing". ??? ??? They rarely ever needed their show sticks.