When I picked up my pigs (from their previous owner), I took them home, put them in their new cage, and let them be for a day. The next day, I took them out for no longer than five minutes, then hand fed them veggies while they were in their cage. The next day I held them for about ten minutes while I fed them their veggies. My girls were extremely curious and not really shy at all, so they were pretty comfortable with me holding them while they ate. Granted, they still seemed very touchy and alert, but that is to be expected. So, I would say leave them for a day or two, depending on how shy they are, and then when they are a little more comfortable in their new home, pick them up for a little while, not too long at first, and then just increase the amount of time that you hold them each day.