If you start by hanging your hand inside the brooder for 10-15 minutes, letting them walk around and over it, I find it makes them less afraid of being held later. Then you can move to feeding them from your hand, then picking them up a few inches, then finally holding them off the ground.
When they're okay being held, try scooping them up from the front like you might a small chicken, so their breast is cupped in your palm and their legs dangle through your fingers. They should relax if the training stuck (only three of mine let me hold them for more than a minute

).
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