Behavior Separation anxiety?

My guinea pig Mess recently had 3 pups and they are now 3 weeks old and doing great. My concern is that when I take them out to play with them, they begin to wheek excessively until I put them back in the cagewith their mother and father. Is there something I can do to get them to be more comfortable or will something like this just take some time?

Thank you for you help...