Hey, this is very normal honestly - we have all been there - you should be very pleased they are taking food off you. Keep going that is excellent progress!
Piggies are prey animals by instinct and hate been picked up as it goes against all instincts they have, so a cosy/tunnel is a good way to go as you can herd them into it. Have a look at this video below
This may help take the stress out of picking them up for both you and them
We had a very scared piggy called Vimto, she was that scared she was a biter! We started lap time for a short amount of time at first and build up. We started off with lap-times for 1 minute then popped her back, slowly increasing the time. We fed her a sprig or two of coriander at lap time too - They will soon associate you with food and good things but at first it takes a while to gain their trust, so food is a great bribery.
We have a great thread here so well worth a read
How Do I Settle Shy New Guinea Pigs?
Interaction in the cage or run will happen, we can fuss Widget without her running away as long as it is a head rub... Sasspy will only accept chin rubs any other touching and she will run off. Vimto will only occasionally let you fuss her in the cage and we have had her 3 years now. It is all about finding what they like and building that bond. Early days yet, I think you are doing well
Welcome to the forum
Lee