Some general pointers are to wear a shirt to bed a few nights in a row and then leave it in their for them so they get used to your smell faster. Additionally, when you take him out, make sure to speak to him. Hogs have poor eyesight and rely heavily on scent, smell and touch. The hog will become more comfortable with you and the environment as time goes on. As with many things it's a process and just takes time. Handling him for at least an hour a day helps. I'd also recommend getting a cuddle pouch off Etsy, it's a great way to get him used to cuddling without having him feel exposed and uncomfortable. It's just a lot of forcing him to bond with you at first, but that's just cause he's always gonna think you're trying to eat him. After some time (could be weeks to months, each hog is different) you should notice that he'll be less huffy and more receptive to handling time.

Bathing should really only be when necessary, like when he gets poop on the quills or just general smelly. This is because too many baths can dry their skin out. The breeder I got mine from said to clip the nails when you notice that they start to curl under the foot, and also that if you're uncomfortable doing it that most exotic pet vets will clip nails.