Like Wiebke so rightly said, they are prey animals, have likely had minimal contact with humans so far, and have been through a lot of change in a short time by virtue of being brought into a new home, so being scared is perfectly normal at this point! It doesn't mean they won't be great pets in the end- one of my pigs, Sundae, was so terrified of us when we got her that she would only come out to eat at night for ages, but once she realized we were harmless and sometimes even had food, she became a really social and affectionate pet (and a huge moocher as well!)
My perspective has always been that pets won't get used to be held unless they are held regularly. So for me, once they had a few days to settle in, I would make sure to handle them every day for at least a short time. I would make sure it was quiet and calm around them so nothing would spook them. I would scoop them up using both hands (yes, they would run, but I've had enough little animals over the years that I am pretty good with the 'herd towards a corner and scoop' move. I know a lot of people have also used the cozy or box method, but I had mixed results with it with one of my other pets, who just learned to be nervous of boxes in general, so with the pigs I always did a quick 'herd and scoop.') Then would put them in a cozy or a blanket on my lap, perhaps even cozied down inside so they were completely covered. My experience was always that once they were on my lap, they calmed down pretty rapidly, even if they didn't like being 'captured' initially. I would also offer some food when they were on my knee (although weirdly enough, my pigs all were comfortable being patted before they were comfortable taking food from my hand or eating food on my lap.) I also would make sure to say hi to them every time I walked by so they would get used to the sound of my voice. The fact that they don't bolt the instant you enter the room is a good sign that they are getting accustomed to the sound of you coming and going and your voices and movements.
Give it some time... good friendships take time to grow and I'm sure they will be less skittish and much easier to handle soon, once they figure out that you mean them no harm!