I'd be wary of tying a nervous horse/pony in a stable and pottering around in it, the horse/pony could feel trapped and become agressive in an attempt to escape.

It depends on how 'nervous' your pony is and why he's nervous.

'join-up' is great for some horse's as long as you know what you are doing and why, far too many people chase their horse for far too long expecting to see all 4 signals, some horses will only show 2 signals. If your horse is nervous and sensitive sending him away could make things worse.

Some horse's/ponies show signs of nervousness and the reason is often a medical one. Ulcers can cause a horse/pony to show signs of nervousness. Take a look at www.succeedfbt.com it's a new none invasive test kit but for some reason you need to get a vet to do it. As it's relitively new not many vets are aware of it so you might need to point him/her in the right direction. If the test show's positive www.finefettlefeed.com do a relitively cheap charcoal based suppliment.

If the reason isn't of a medical nature loads of ground work and desensitising should help build his trust in you to keep him safe.