Positive feedback! Tell him over and over what a great job he is doing, "wow, look how she's smiling at you.." "I love seeing you two together", etc.
I am not sure immersion therapy is a great idea for Dad or the baby. You wouldn't want to come home and hear him say, "whoa, never doing that again!" I would start with letting him handle the baby while you are home but not near him. Put her down and say, " I need to go do this or that" and walk away...he'll get the idea. and if she fusses, well, either let them figure it out or yell out "can you get her, i am in the middle of something". Find ways for him to help...even if you have to make them up at first....=-)
You need to be his cheerleader on all things baby right now. I mean, how would you feel if he handed you a wrench and said, go fix the car, i am going out (substitute any situation in case I am not being PC)?
good luck!