First off, that's not aggression, it's defense. An aggressive hedgehog would be chasing you around biting your ankles and toes, which I think would actually be hilarious :lol:.
So, since it's defense, we need to look at the behaviour a bit differently. Bribery is fine! If he likes mealworms and he'll calm down to eat them, offer him one every so often during your handling sessions. That way he'll learn when he hangs out with you, mealworms happen! I don't know about you, but random snacks make me happy when I'm nervous.
Huffing, balling, clicking, jumping, and trembling are all fear responses. He's trying to look as threatening and dangerous as possible. The short answer is don't do what he wants. If he wants you to go away, pick him up. If he throws a huff fit while he's out with you, toss him some mealies or wait it out. Don't give up, don't put him down, don't avoid him. If you do that it's telling him "okay when I act like a scary ball of death I get left alone! I should act like a scary ball of death more often!" If you pick him up even when he's spikey, he'll eventually mellow out a little or stop overacting completely. My hedgie still argues a bit when I first reach in to get him but once he's out he's fine. Progress varies depending on each individual hedgehog, but you should definitely be able to convince your new boy to chill out a bit.
Hopefully you follow my logic so far. If anything is confusing or you have more questions, don't hesitate to post again!
So what do you do about it? Like I mentioned, treats are good. Bugs, fruit, wet cat food, there's a pretty good variety of treats you can bribe them with to get them to feel a bit more secure with you. Make sure you only offer small portions so his tummy doesn't get upset, but you'll soon learn what works as a treat and what he doesn't even recognise as food. I'll add some links to the bottom of this post for things to try. Oh, and watch your fingers. Those little teeth are sharp and hog noses can smell mealworm juice a mile away.
Next, toss the gloves. You want him to get used to your smell, so that when you pick him up it smells like you, and you remind him of safety. Sleep in a t-shirt for a few nights or cuddle a fleece blanket or snuggle sack for a few nights, and then toss that in the cage for him to sleep with. He'll hide in it and be alone and safe and peaceful, but it will smell like you. And then when you pick him up, use that t-shirt, or fleece, to do it. That way he can smell you and get used to your hands a little bit more. He'll likely still poke you a bit through the fabric but it's better than nothing. I find a scooping-from-underneath motion works better than a grabbing motion for not getting poked. That way he'll kind of roll or flump into the t-shirt. If you're really lucky he'll be sleeping in it when you go to pick him up.
Next, keep handling him every single day, and keep talking softly to him. If you want to tame an exotic pet, which is still a lot like a wild animal, you need to be persistent and consistent. At least 30 minutes a day of him being out on your lap in a snuggle sack or tucked in your hoodie pocket while you watch TV or use the computer is great. Mine plays video games with me. Once he gets more used to you he may start trying to explore around on you a bit, or he may stay a cuddler. Hedgies are usually one or the other.
And just a reminder: hedgehogs are nocturnal (or crepuscular, I suppose) so he'll be happiest to explore with you during his natural waking hours. Say you turn his light on at 9am and off at 9pm. Try letting him eat, poop, and play a bit, and then pick him up at around 10-11pm to cuddle. Try to do a 12 hour light/12 hour dark cycle to mimic what he's used to and that will make him the happiest a shy hedgehog can be.
Here's some information for you to peruse while you and your new boy get settled in (I've started with the treat list):
http://www.hedgehogcentral.com/forums/12-diet-nutrition/17725-treat-list-safe-fruits-veggies.html
http://www.hedgehogcentral.com/forums/12-diet-nutrition/23058-offering-fresh-foods-treats.html
http://www.hedgehogcentral.com/forums/12-diet-nutrition/26025-guide-insects.html
http://www.hedgehogcentral.com/foru...lity-behaviour/10-behaviour-expectations.html
Hopefully that helps a bit, and if you have any more questions, do ask! Welcome to hedgie parenthood, and thank you for giving an older, grumpy ball of quills a chance! I'm sure he won't disappoint you.