I started by getting him to put his front paws on my back.
Then holding out for getting his back paws on.
Then I get him to sit and stay.
Then I stand up and start walking around, marking and rewarding the whole time so he stays confident.
Granted, we're not that great at it and I haven't really put much effort into doing it, but that's how I was able to get Wally on my back and staying put. It would need more refinement to get the full piggy-back effect.