Also I don't recommend wheel inserts as an alternative. I've heard bad things about them, like how the sandpaper is bad for them and it hurts their feet. Do some reasearch before you choose that option.
It's impossible to hold them when they're awake. When they're sleepy during the day though, you can hold them in your hands. try to keep them curled up in a little ball and hold them snugly in your hands, they should fall back asleep soon. Sometimes I just stick my hand in the pouch and pet them and they'll curl up in my hand.
Treats for my babies are usually dried papaya or pineapple and yogies. I've never made yogies, I buy the Exotic Nutrition ones from Amazon. They get expensive though, making them would definitely be nice.
Meals are given every night before I go to bed. I feed them the TPG diet, (don't forget calcium supplements!) which I highly recommend. It's very convienent for me and gives them everything they need. I usually keep a little bit of pellet food in their cage in case they get hungry during the day. Make sure it's one made specifically for sugar gliders, like this one from Suncoast sugar gliders.
If you don't have them on a specific diet like TPG or BML or something, you need to do that ASAP, they have very specific diet requirements to be healthy.
Good luck, hope this helps!