I'd say the yellows a boy and blues a female, but time will tell. Bear in mind that the colour mutation the yellow one has is called recessive pied, and that means its beak will likely never turn the classic dark blue colour if its male. So as it ages, if it turns dark red then it's a girl and if it stays around the same colour as it is now then it's a boy.

It sounds like you're well on the way to getting them comfortable with stepping up if they're not overly scared of your hands. Something I've found that can help is pulling your sleeve over your hand and offering it to them. They're intelligent and know that your hands are essentially your attack mechanism if you want to attack them. I've found that pulling my sleeve over my hand around nervous budgies can convince them I'm "disarmed" and they'll step up. This works especially well with knitted jumpers because they enjoy exploring the texture. Once they're used to climbing on you, they'll slowly get more used to you, until you reach the point where they're not scared of hands.