I bumped into a mother working with her child on pronouns. Her child was relatively young. Making those distinctions between he and she and we is so difficult. This was true for my daughter as well.
I have heard other mother's of children with Autism make the same observation. Pronouns were so hard. The speech therapist helped me work on it on and off for years. I can't say that there was any magical way to teach her. Maybe in hindsight it was a matter of when she was ready.
I can remember at some point that the speech therapists and I did spend a period of time trying to identify the difference between boys and girls. She was aware they had different equipment but with clothes on the identification was much harder for her.
All I can say is that we practiced. We would be in a car somewhere (with the windows up) and it would be a little game. I'd ask is that a boy or a girl? If she got it right I would cheer. If she got it wrong I would say no and the correct answer. It was never pressured though.
It was not too long after that, like 2 or 3 months, that I started noticing that the he/she and him/her combinations got better. 'We' and 'us' just took a long period of reminders to use the correct words. She still does not use the word 'we' often. Do ya'll have problems with pronouns?