It is very normal for piggies to never let you pick them up and you actually you can’t ever expect them to want to let you. As prey animals being caught and picked up cuts into their prey instinct and is likened to being eaten.
I have four piggies, two of whom have been with me for nearly six years and they still don’t like it when I pick them up. The other two have been with me for over a year and they don’t like it either.
As they are taking food from you then they trust you so all is good with your bond with them.
As you need to be handling them every week for weight and health checks, the best thing as above is to them into a carrier and pick them up from there.