In the anime, it's a flashback in episode 161. Naruto teaching Konohamaru the rasengan was actually done off screen. In the flashback, Naruto is describing the rasengan to Konohamaru, who thinks he's about to teach him another sexy jutsu. Hope that helps.
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You don't exactly see naruto teach konohamaru. Instead you see konohamaru use a rasengan on one of the Pains. You also see when naruto tells konohamaru he did a great job knocking out one of the Pains.
It didnt show an exact episode, but he used it when pain was about to kill his teacher.
Sometime during Season 1 - 3
Naruto teaching Konohamaru Rasengon was never seen on-panel or on-screen.
Naruto meets Sai right after returning from his mission to save Gaara. In the manga that would be book 32.
naruto shippuuden episode 311
In the manga, the toads go and get Naruto and they teach him senjutsu.