How is he with a computer mouse? There's tons of games for toddlers online - www.sesamestreet.org, www.noggin.com, www.pbs.org, www.nickjr.com.
The thing I love about these games, is they sorta expect the kid to pick the wrong thing at first. It introduced lots of new phrases to my kids' vocabulary like "ooops, that's not it, try again". Then I transfer those phrases over to real life when they're having trouble doing something. and really, don't you think he'll try again if it's Elmo telling him it's OK...and to try one more time?
Advanced children have the hardest time learning to deal with failure. They're not used to it. It's devastating for them. It's probably more important to teach him to deal with failure than to write letters.
I wouldn't push him to write his letters. DO give him crayons and markers and let him draw/scribble freely. The muscle between your thumb and your pointer finger is critical for writing. If he doesn't develop it now, he will be behind when he gets in school--even through highschool. Most kids do this naturally between 2-5 yrs old. He is still developing that muscle, writing may be physically hard/painful for him if you try to push him into doing it. Don't even worry about him holding the pencil/crayon/(washable)marker the right way.
does he have etch-a-sketch he can draw on?