i need as much help as i can get - please

My hedgie Julian is worrying me. He was neglected by his earlier owners and was bought at a pet store (I've heard this is bad?). Whenever i get him out - he gets very cautious and scared. He pees and poops on -EVERYTHING-. I got him about 3 months back in August, and have been told that hedgehogs would be calm by now. I hold him every day for at least 30 minutes- and feed him everyday. I keep his cage fairly clean and love him. Is it the way I hold him? Do we need more bonding time? (also - bonding ideas) How do I "Potty Train' my baby Julian? He has a litter box in his cage. I'm sorry.I've never had a hedgehog before and I'm not sure how other hedgies behave. Please help. I am on the verge of giving him a better home

Thank you everyone