In the early to mid story, he only survives due to fast healing and occasional berserk-god mode granted by Kurama.
"If it wasn't for X he would have died" is not the same thing as "only survives due to X". X could be one of a set of things, all of which are necessary to his survival. Both these unearned powers, and training, let him survive; without either one he would have been in trouble.
What tricks are there that he learns for himself?
"Learns a trick" is not the same thing as "training". He can learn to do something from someone else, yet still have to train the skill that he just learned.
Furthermore, by your standards I'm not even sure it's possible to learn a trick by oneself. Every improvement is either gradual or not. If the improvement is not gradual, you count it as a clever hack. But if the improvement is gradual, it isn't a new trick, it's just getting better at an existing trick.
'Trick' was bad wording. Let's call it a skill. What skills does he learn through hard training and couldn't acquire otherwise?
There are some: the original Rasengan, the various phases of chakra control and shaping, nature chakra control. And these are important, yes. I was wrong when I said there was only one.
However, he also has a much bigger amount of un-earned skills or powers, granted throughout the series (starting at birth!), which completely overshadows the former because they are essentially superpowers that consistently make him far stronger than...
As people who care about rationality and winning, it's pretty important to care about training. Repeated practice is how humans acquire skills, and skills are what we use for winning.
Unfortunately, it's sometimes hard to get System 1 fully on board with the fact that repeated, difficult, sometimes tedious practice is how we become awesome. I find fiction to be one of the most useful ways of communicating things like this to my S1. It would be great to have a repository of fiction that shows characters practicing skills, mastering them, and becoming awesome, to help this really sink in.
However, in fiction the following tropes are a lot more common:
Example of exactly the wrong thing:
The Hunger Games - Katniss is explicitly up against the Pledges who have trained their whole lives for this one thing, but she has … something special that causes her to win. Also archery is her greatest skill, and she's already awesome at it from the beginning of the story and never spends time practicing.
Close-but-not-perfect examples of the right thing:
The Pillars of the Earth - Jack pretty explicitly has to travel around Europe to acquire the skills he needs to become great. Much of the practice is off-screen, but it's at least a pretty significant part of the journey.
The Honor Harrington series: the books depict Honor, as well as the people around her, rising through the ranks of the military and gradually levelling up, with emphasis on dedication to training, and that training is often depicted onscreen – but the skills she's training in herself and her subordinates aren't nearly as relevant as the "tactical genius" that she seems to have been born with.
I'd like to put out a request for fiction that has this quality. I'll also take examples of fiction that fails badly at this quality, to add to the list of examples, or of TVTropes keywords that would be useful to mine. Internet hivemind, help?