Just got five 4-week-old chicks on Saturday and started "training" without knowing it! First, I started by just sitting with them in their coop for the first two days and then went on to give them little crumbs of cracker (I'd sit it down, tap my finger on the surface, then remove my hand so they'd feel safe to investigate).
Yesterday, I tried the cracker crumb trick with rice-sized pieces of fresh grapes and had all of them eating out of my hand and two of them in my lap in about 30 minutes!
The trick is to be consistent (try for at least once daily), patient (they'll come around eventually), and talk to them in the same tone/voice when you greet them and feed them. Now most of them are rushing to the coop door when they hear me coming, wondering what tasty snacks I'll have for them this time!
So worth the small investment of time to have easy-going chicks.