sit on the floor or on a sofa and let him explore on you. Turn the light to dim if he wants to hide, or place a blanket over the two of you. Occasionally touch or talk to him. I often sit with a blanket draped over myself with a hedgehog either snuggled or exploring underneath. It can help him get used to your movements, your voice, your touches... and give him the comfort of being hidden or fulfill the urge to explore.
Another option is to create a play area and sit inside. Interact with him that way. Don't discourage an explorer, they can be a lot of fun, you just have to modify how you want to interact with him.