Delusional to think I can get the chickens in the run on my terms?

I have 5 five week old chickies who are still in the ever getting too small brooder in the garage. I do try to get them outside daily in a chicken playpen when the weather permits. The problem I am having is getting the chickies rounded up to put them back in the brooder. I have tried meal worms in my hand, etc, but they seem scared to death when I go for them. I even had to net one yesterday. Now I am a complete novice at this chicken thing. My ultimate goal was to have the chickens hang out in their run (which should be completed this week), but have some free time during the day in the yard. But will it be possible to ever let them free range and put them away when I decide( i.e. not night)? I have dogs and I don't see the day that they share the yard at the same time.