We can see the baby phoenix again in an episode where Spike bakes a jewel cake.
(http://cs622424.vk.me/v622424671/213a1/p1fCDdKLCyA.jpg)
(http://cs622424.vk.me/v622424671/213a9/ZsyGqfMmhAo.jpg)
Well we never actually see him again, only pictures of him.