I was wondering the same thing a couple of weeks ago. He used to kind of freak out if I tried to pick him up. I had to transition from him accepting my hand as "not an enemy", and just got him to the point where I can pet him without him getting too huffy puffy. He even closes his eyes now when I pet him. Only recently, since he's been good, I tried to pick him up. That's when I started with the gloves. Just a little bit each night (pick up for a few seconds low to the ground, then let go, then repeat a few minutes later). Today, he let me pick him up with no gloves while I was standing up and he stayed still for over a minute! A minute isn't much, but he was calm the whole time, and it's better than before when I couldn't even get my hands under him. I kind of kneel close to the ground so he can climb down me - always do your best to make him comfortable. I'm getting tiny bits of progress every time. Just start picking up slowly, not even for 10 seconds, but to get him used to it. The gloves (now with vinegar) really helped me have the confidence to pick him up more without worrying about getting bitten. The first few times he would bite me as food, but now he's learning I think. Oh yeah, try and slide your hand under him if you can, instead of grabbing him. Also, after each session of picking him up, that's when I would feed him, like a reward. Everything I'm doing is very slowly, and never quickly grabbing (the worst thing you could do in my opinion). It's taken me about a month from a jumpy fast tegu to one that trusts me probably 90%. It's all about trust, and him knowing that after being picked up he will be let down soon and won't be eaten for lunch. It also might help if he's not hungry, they tend to be slower. Let me know if you have more questions, I'm still going through this process and have only been picking him up for a few days, so we are in the same boat.

-----
-reptilian9