You are on the right track. Really there are no timelines, or milestones other than just be patient and appreciate the small things. Each hedgehog is their own individual. Some become more trusting than others and some never fully relax. But you'll find small things, sometimes its just getting to see their face, or their back quills relax for a moment. Or they sprawl out on their tummy while in a snuggle bag. Or better while laying on you out of the bag.
I find that creating a set routine and sticking to it daily works well with rescues who have been mishandled or unsocialized. They learn what to expect and when to expect it. Take him out daily. I spend 2 hrs daily with even the newcomers. That time may be spent in a snuggle bag while I reply to emails, but they get used to my movement and sounds and learn that you aren't going to hurt them.
Keep doing what you are doing. Don't get disappointed if he always huffs and puffs when you pick him up, even some of my friendliest always told me off when picking them up. These little ones have a ton of personality, just pay attention to him, learn what he likes and dislikes, he will tell you what is allowed and how he wants you to interact with him.