C# WinForms Help in Implementing BackgroundWorker and Loading Form

Question

What i want to achieve :

• Step 1: When the form loads, I wanted to display a Loading Form (as dialog) which contains a Progress Bar and a Progress Label.

• Step 2: While this is happening, I want to run a BackgroundWorker to retrieve the records from a database and fill my DataTable. The BackgroundWorker will update the Loading Form of the stages it has completed.

• Step 3: When all records has been retrieved, close the Loading Form and display the records in the DataGridView

Things to note :

• The DataGridView is bound to my DataSet.[Table].

• The Loading Form is a Windows Form not a MessageBox.

• I'm using Visual Studio 2017 Community Edition.

• I plan to use this implementation for all my database interactions such as Update Etc.

Issues :

• How can update the Progress Bar & Progress Label control on the Loading Form from bgwTransactionListing_ProgressChange

• My bgwTransactionListing_DoWork is really not doing any work.

Code

Here is the code for Form_Load

namespace MyApplication
{
     public partial class frmTransactionListing : Form
     {
          public frmTransactionListing()
          {
              InitializeComponent();
          }

          frmload LoadingForm = new frmload();

          private void frmTransactionListing_Load(object sender, EventArgs e)
          {
              bgwTransactionListing.RunWorkerAsync();
          }

Here is my code for BacgroundWorker_DoWork:

private void bgwTransactionListing_DoWork(object sender, DoWorkEventArgs e)
    {
        try
        {
            bgwTransactionListing.ReportProgress(0, "Loading Records");
            System.Threading.Thread.Sleep(100);
            bgwTransactionListing.ReportProgress(100, "Completed");
        }
        catch (Exception ex)
        {
            MessageBox.Show("We have encountered an error and cannot proceed. Error: " + ex.Message);
        }
    }

Here is my code for BacgroundWorker_ProgressChanged:

private void bgwTransactionListing_ProgressChanged(object sender, ProgressChangedEventArgs e)
    {            
        if(e.ProgressPercentage == 0)
        {
            LoadingForm.ShowDialog();
        }
    }

Here is my code for BackgroundWorker_RunWorkerCompleted. This is where I am trying to close the Loading Form:

private void bgwTransactionListing_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
    {
        dgTransactionList.Refresh();
    }

Advanced Thanks to all your help.

UPDATE 1: I disabled the loading form and tried putting the Table Adapter Fill method on RunWorkerCompleted and the DataGridView is now displaying the records. I thought the Fill Method is the process of retrieving records from my database. Apparently its not.

UPDATE 2: I have updated the codes with what I currently have after i applied the suggestions from @russelrillema @Jimi. Now, I am able to show and close the Loading From. I have also updated my issues.