I started by giving wax worms while they were out of the tank (I let my boys run around on the kitchen table) or having them out for just a few minutes and then giving them a wax worm immediately after putting them back in the tank. My guys will never turn down a wax worm (but they won't eat regular prey items out side the tank lol). You can also try you way. The whole point is to get them to associate getting handled with something really yummy.
I used real small ones for the buying of love so I could give off a couple at a time and not make fatties out of my guys. Now I just throw them each a big one every now and then. I think they like the mouthful and the crazy wiggling better anyways. The small ones are pretty boring. Just as tasty, but not as fun to play with before eating LOL