I agree, the pecking probably isn't meant to be malicious or anything.  Look how they peck each other.  Yes, sometimes it's when they're in a scuffle, but I think it's kind of how they communicate what they want in a way.  My SLW is incredibly sweet, loves to hop up on me, but my God how that bird can peck!  She started young too....I now have a crator on my arm where a freckle used to be.  I think it's a bit of curiousity as well.
What I do is peck back, as another chick would do, followed by a stern 'no'.  I don't know if the no actually has any effect, but when I gently 'peck' back with my thumb and forefinger, she quits.  Working well for me.
As for them being a bit skittish, like others said, just hold them.  Don't succumb when they start squirming or putting up a fuss.  I got my silkie when she was already 3-4 weeks old so she wasn't near as friendly or tame as my others.  I would just pick her up, cocooned in my hands, and gently blow warm air on her back.  I gently rub under her wing with my thumb or pet her neck.  She generally goes right to sleep.  Now that she's older, she's still not as forthcoming as the others, but once I can get her, she doesn't mind being held.  She'll also hop up on my hand when I sit still for a while.