Hi Diego, I have just begun training my mare to canter under saddle and here is the process I have used thus far.
First off I got her cantering on a long line, using a cue (kiss noise and word canter if she doesn't respond) at which point I would get hher to pick it up and be on the right lead, if she was on the wrong lead I would slow her and restart. If your horse goes into a pace, you'll need to slow him down as it is easier for a TWH to go into a canter from a flat walk, and also correct for show if you go that direction.
Once you get that on the long line both directions, what we did on Sable was have a lead horse a few lengths ahead, once we got to the corner of the arena the other horse started to canter, I cued for it (outside leg cueing by the girth, kiss noise) and she picked it up right away (it is easier for a horse to get the correct lead at a corner).
Now that you're cantering, let them loose to get their rhythm, I went around and down the straight away.
This is about where I got to with my mare at this point and my trainer has said that once she is finding her rhythm and we're getting comfortable we'll start slowing her down while in the canter so I can get that nice slow rocking chair feel.
I am sure there are other ways to go about this that work just as well, but this worked extremely well for me as the long line got her understanding the cues and also whoa at the canter (if anything were to happen) and the proper leads... the lead horse at the canter aided in the uderstanding of the cue as well as the comfort in cantering as her pen mate was also cantering ahead of her.
However the next time the other horse cantered in the arena she thought she was supposed to too, so you have to be ready to hold them back a bit and do some circles :)
hope this helps some!