He might be an explorer rather than a cuddler and that is just his personality which will never change. My hedgums is an explorer and refuses to sit still in my hands as he just wants to run about. the only way he will stay with me is if I take him out earlier in the evening than normal and give him his hedgie bag to sleep in next to me. That is far as he will go in terms of cuddling and bonding time.
Trying giving him some strips of fleece or a fleece blanket next to you as he likley wants to explore. Or you could offer him treats at this time which will keep him close while he is chowing down.