I was just talking about this with my 7 year old. We have found that when picking them up, to hold them against our neck, under our chin, then slowly moving them away. For our chicks, once we started doing this, they started to settle in and sit. The one we named Blu likes to fly from that position to our shoulder and just perch and watch what's going on. For our smallest, the cupped hand originally mentioned works best. I too thought about the whole 'in the egg' thing. We have three now (unsure of sex, but Blu sure acts like a rooster), and ae preparing for five more who should hatch in a few days. I'm hoping that the same techniques work, and will be trying some of the other things mentioned here as well.