Can you lure them into a hidey tube or house and pick that up? Otherwise blocking off part of the cage sounds like a good plan. Mine are quite well trained now and go sit in a hidey tube ready when they know something is going to happen. I usually take the water bottle off the cage first and the food dish out to give them a hint that the food and water are going to be somewhere else now

In any event try to avoid a prolonged chase scene, that will stress them out. Herding them places by using a big piece of cardboard to cut off escape and gently prod their bum until they go into the container you want them to often works too.
However having said that sometimes none of the above work and you will have a galloping wheeking maniac to contend with, but that's not normally nervous piggies (its usually just our Piggle, she's fearless and deliberately awkward and a bit special

)