My 2 boys never did like being picked up to be taken out of the cage even months after having them, although they were quite fine once I got them out.
I always had to take all the furniture out and corner them. But what really worried me was the squirming in my hands until I could get them close to my chest and one of the boys is a jumper. So, for safety's sake I started to train them to get into their cuddle cups whenever I wanted to get them out of the cage or put them back in. These were not cuddle cups kept in their cages, but a different set that I would put down for them. Enticing by putting their fave veg in there did not work as they were much faster at grabbing the veg and jumpiong back out than I was at grabbing the cup!
So back to the cornering thing again but scooping them into the cuddle cups and picking that up instead of just using hands. I also ensured that this resulted in some sort of treat so they would associate getting into those particular cups as something to look forward to. It worked. Took several months but now they usually get into them without a fuss when getting taken out of the cage. And when it's time to put them back I just put the cups down on the floor and they immediately rush into them knowing they are going back to their cage.
As piggies are all different, what works for one doesn't alweays work for another. And yours are still getting used to their new surroundings. Even if they never like being picked up out of their cage I wouldn't let it put you off getting them out anyway since floor time, grass time, lap time, etc are all important.