Mine run from me too. As long as I have something edible in my hand, they are ok. But as soon as they gobble it up, they back away. I don't think they are "scared" of me per se, they just aren't into being handled right now. If I grab one, it calms down, and doesn't really mind, but still doesn't seem to enjoy it, so I basically quit trying to hold them.
I'm going to admit to what some will consider being a bad mommy. I hate so much making them run and be scared of me when I try to grab them to lock them up at night, I have let them stay out the past three nights. They won't even go into their house, where its much warmer. They go in it to grab a bite of food, then come right back out. Last night they stayed in the pool all night. I wake up at least every couple of hours and look out the window. I have a light on (a few different lights, which I rotate, so its not the same all the time) and a radio playing, which I change from music to talk radio every so often, so it isn't the same all the time. I might have to forcefully lock them up tonight though, because its going to get a bit colder.