These birds won't take quickly or easily to any new behaviours.It takes long, unhurried repetition of reward and confidence-building to modify budgie behaviour. you haven't explained why you want to hold them. Holding a budgie isn't something they consent to easily at the best of times. Their normal way of interacting is to come to your hand, either a finger outstretched and presented sideways on to the bird so it is familiar as a perch, or the side of your hand in a similar manner.
it helps to gain their trust by talking gently and softly, avoiding loud noises or sudden movements, and allowing them the option of moving higher than you as this is a natural instinct for self-preservation if they are worried.
Hence if you introduce yourself by reaching into their cage they will become panic-stricken. Older budgies or ill budgies can die from shock, so don't do this please.
If you want them to have fun, get them a rolling toy or a bell. They will also enjoy joining in by making a noise when everyone else is ie during your favourite TV programme.