You can try and bait them with feed. Put their feed in a container and if you keep the food close to you they will approach you. Peafowl tend to love meal worms. If you want them used to catching them; directly try to catch them. Just a precaution you will probably get scratched or smacked by a wing. Their wings are thick and powerful it will hurt. Try not to stress them out too much. To catch them by hand try and get a hold of both of their legs or try to catch them by getting your hands on their shoulders to minimize flight. You are going to need to hug them and keep them close to your chest. If you don't have them close enough they will kick or hit you with their wing. It will take sometime. After that you can try perching them on your arm and petting them. Keep calm and use a calm soothing voice for any part of taming them. They can pick up your emotions which can improve or make things worse depending on your emotions. After you've gotten them used to being caught and perching there tame as you can get them unless you want to use a tether to teach them patients to stay on your arm. Also a tether can prevent them from flying away when working with them outside their pen. Train them inside their pen or it will make things even more difficult since it will be harder to catch them. If you just want them to be calm when you're inside their pen give them a couple treats when they are calm. Give them bread, tomato, mealworms, etc. Remember when training treats are a reward. After that you can give them treats whenever. Or wait it out. Peafowl in a new home tend to always be skittish. After a week or a few months they become used to your presents and realize you are their food source and will calm down when you are present. But you can't catch them until you start catching them more often. I hope I wasn't confusing. If I was I'll try to clarify.
This is my young white male Ice. This is what I can do with all of my peafowl. Everyone though in my area loves seeing a White peacock probably because in my area very few people know there is such thing as a White peacock and fewer people actually own a white peacock or peahen.
Food can work.