Start out with lots of simple changes. I put poles on the diagonal and as I'm heading to the pole I shift my weight to the outside, sinking my weight into my outside heel, then over the pole, shift all your weight over, lift up on the inside rein, and give a kick with your outside. Poles are great for helping your horse with counter cantering. If your horse can get their front but not their back, poles or caveletti 'a help.
Hi :) When I started teaching them to my horse, I began with a small jump put on the diagonal.
While approaching it, you have to make sure that your horse has a good balance. During the jump, you just change your aids and naturally your horse is supposed to land on the correct lead. You repeat this exercise so that your horse can assimilate the change of aids to change of lead.
You can do this a couple of time, then you do the same but with a ground pole. You do exactly the same change of aids and your horse should follow if the previous step was made correctly. Once it is acquired, you can try without a ground pole.
Some horses need more time than others, you'll maybe need the help of a professional that will guide you :)
Hope it helped :)