One recognised form of training is the Association of Project Safety accredited Management of CDM Co-ordination. It was recommended to me by a CDM Co-ordinator who was also an IOSH member. A number of companies carry this out (full list on APS website if I remember correctly) and I've done it through NHBC. While their course material has a slight Housing bias they are basing it off APS's requirements. Also gives points to membership of APS (formeraly Association of Planning Supervisors) which is one of the professional bodies referenced in the ACoP for client's looking to evaluate competency of a CDM Co-ordinator. Hope that helps.