Each baby leo has their own distinct personality, for instance, I have one baby that is extremely skiddish and hates when I try and handle her, then I have an albino baby that whenever I put my hand in the enclosure it just walks right onto my hand, I think she enjoys my body heat. As far as taming them, I really wish I could help but I have no idea.
Many people use tile, the majority of people use paper towels, and some people use washed playsand as substrate for their adult leo's, just be aware the there is always a chance that your leo is at risk for impaction. I don't think that coconut thing you mentioned would be good for leo's because leopard geckos come from pakistan, and in nature their substrate would be sand. As far as the tile heating up thing, the tile may actually get too warm depending on what you are using for heat, some people use a heating mat and they place a towel in between the tank and the heating mat.
Hope this was helpful, and sorry for the long post.
-Jessica