Most ducklings tend to be flighty and easily scared. I'm sure its a survival thing as ducks are closer to being wild than chickens, for example. Lots of treats by hand works wonders and most of them calm down a lot as they grow up. By the time they are a year or two old, all of mine are quite calm, though very few of them actually enjoy being handled. I have about 20 adult ducks though, they don't get the "pet" time that fewer would. They still come running when I call them for treats. As for what to feed, try lots of things when they are little and get them used to eating new stuff. Mine enjoy tomatoes, strawberries, garden greens, worms, stuff like that. I need to try the frozen pea thing though!