Bryant was not present Tuesday for the players' first get-together, but Romo said the receiver had reached out to him prior to Tuesday's workout to let him know he would be absent because of a family matter.
"He told me he was coming to every other one we had," Romo told ESPNDallas.com after the Wednesday session.
"He's running pretty well and he's pretty competitive. He's running half speed so sometimes we have to slow him down a bit."
Romo also said Wednesday that as long as Bryant keeps the lines of communication open, everything's OK.
Bryant did not return a call seeking comment.
The players who are attending the workouts are looking crisp and working out with a lot of energy, Romo said.
"This is great for the team," he said. "You want to get ready to play and we need to work on things, and if something needs to be fixed on the field we can talk about certain subjects without being rushed."
Coach Jason Garrett said roughly 20 players made it to Valley Ranch for workouts and meetings with their position coaches last Friday while the lockout was temporarily lifted.
Cowboys' first-round draft pick, Tyron Smith was working with offensive line coach Hudson Houck for several hours in meeting rooms trying to get an early start on the offense.
"I feel like I have a lot to learn and any kind of help the veterans can give me, I'll take it all in," Smith said after the draft. "I'm here to learn and be coached and hopefully help them win Super Bowls and I want to be there with the opportunity to help out."
However, the NFL was granted a temporary stay and the doors were locked again Friday night.
The 8th U.S. Circuit Court of Appeals in St. Louis granted the NFL an expedited hearing on the injunction, which will be heard on June 3. It is possible players could be allowed back to work pending a ruling on a permanent stay.
Calvin Watkins covers the Cowboys for ESPNDallas.com.