We still pick ours up even though they don't like it. We just can't resist. It really depends on what we're doing whether they run away or not though. If I'm on my hands and knees digging in the garden, I have to shove them out of my way to work. They want those worms no matter what! It's a little ridiculous sometimes with all three of their beaky faces in the same hole that I'm also digging in with my trowel.
Other times they run when they see us coming, especially if I'm holding the "towel of doom," which I've been using to restrain Deliah who has to have medicine for a swollen knee.
I wish they were snuggly like cats or dogs, but they aren't and I just have to accept it. Once when they were out loose in the backyard, they saw a hawk and came running to hide under the bench I was sitting on. It made me feel like a mother hen protecting her babies! Whenever they do things like that or get in my way in the garden, it just makes my happy that I've earned their trust.