I got my piggie Alfonso (the bigger one in my avatar) from a rescue about 4 months ago now. He was frozen to the spot for 3 whole days and didn't even attempt to move when I picked him up, but would quiver and shake. The poor boy was soooo very frightened. After a week, he began to come round. Each time I picked him up, I gave him a small piece of carrot. Initially he was too frightened to eat it, but it got the better of him eventually! He now runs over to me, wheeks at my feet, climbs on my lap, barges me out of his way when I'm cleaning their cage. Time for lots of cuddles and works wonders. He gets braver by the day.
Some piggies are always naturally skittish as they are programmed to run away when under threat but try talking to your piggy as you approach her (with a small treat) and she'll gradually come to see you as something to look forward to! How about taking her out in a towel or a pigloo so she feels secure? Quite a few members have done this.
Don't worry about picking her up- the more she's handled, the more she'll get used to it. x