Sir Lancelot is kind of shy and prefers to not be picked up. But he still loves playing, especially outside. He runs around crazily in his cage and somehow his feed dish is NEVER where I put it every day.
To get your Holland to settle down and be more willing to be held, carried, ect., give it lots of outside time to run around and enjoy nibbling on the grass. High-energy breeds like the Holland require lots of space, and lots of running around time outside the cage.