I would definately start off slow and small and let him get very comfortable with what he's doing before moving up. Sounds like you're doing a great job setting him up to jump well! This is just me, but I wouldn't jump him with a running martingale. You can jump in one and you can use one if you show in the jumpers (and only jumpers) but I wouldn't recommend one for a horse learning to jump. A running martingale shouldn't be used for head set, it's more for extra control if a horse throws his head up and runs, and that's about it. While a horse is learning to jump you don't want to do anything that will restrict his movement. In fact, I wouldn't worry about headset at all except on the flat. He's going to flop over and do funny things with his head and neck and legs and you just have to let him until he figures out where to put his body! You want to let him have his head and keep from hitting him in the mouth or back, basically just get out of his way and sit there!
I think cantering over poles is great because he doesn't have any height to worry about. So he can mess up where he puts his legs and it doesn't matter, but after a while he'll realize where the best place is to place the pole between his legs, if that makes sense! He may already be doing this! Cantering poles is something you can do every day, even when he's well into jumping courses. Next I'd set up a small crossbar and trot into it. Just get up into a 2 point/half seat, grab mane, and stay centered over the middle of him. Put just enough leg to get him over it. He may try to dodge left or right so just keep his nose pointed straight. After he goes over pat him and try again. If he trots over and keeps trotting after I'd ask for a canter as soon as he lands. 1. it'll make him actually jump it instead of thinking it's an elevated trot pole and 2. it'll teach him to stay forward after the fence instead of just dying down. This is important for when you're jumping courses! You always want your horse to have forward energy (NOT fast, just ready to go!) and always looking for the next fence. I like to jump a series of singles fairly early on (trotting into each) just so they will start to expect to keep going and start looking for where you want them to jump next. When he's comfortable trotting, start cantering in, with the expectation that he's going to probably miss. Again, just sit there, grab mane, and point him straight! Believe it or not, but horses DO learn to find their own distances! Some people believe you should always set your horse up for the right distance, but my theory is, not every person can see a distance, and if your horse can only get the right distance when you tell him to, he's going to be a much harder horse to ride! Once a horse gets to be fairly comfortable trotting and cantering into singles, I start on lines, and then eventually gymnastics. I'm also a huge fan of gymnastics as I believe that they are one of the best ways to teach a horse to use their body properly over fences. So basically, keep it easy, keep him happy, and you should be great!