You can usually calm them down. It just takes a lot of patience. Give him a few days to get adjusted to his new home, then start to handle him gradually. Start by just touching him (mine seemed most tolerant of having his head and tail stroked). See if he'll come investigate you while you sit still or hold your hand still. Once he's had time to get used to your touching him, start handling him. With mine, I handled him before I fed him, so that after handling, there was something positive waiting for him and so he didn't associate the appearance of my hand with food. (I'm not sure everyone would agree with that method, but in my sav's case, he behaved very well, always being a perfect gentleman about feeding.) There's a good chance he's never going to be completely calm when you handle him. Most monitors really don't like to be held.
As far as feeding, savs tend to swallow their prey whole,unlike some monitors that prefer to shred their food. Remember the rule of thumb about food sizes. The mouse you give him should be about half the length of his head. In other words, when he grows large enough that he can handle a pinkie is probably the time he can start eating them. You will still want to keep insects a regular part of his diet, however. If he rejects his first pinkie when the time comes, try cutting it in half. Mine looked at me like I was nuts the first time I offered him a pinkie. I cut it in half, and he took one sniff and gobbled the rest of the pinkies down like they were the best thing ever.