Mine has never balled up, not even when I took him out of the Fedex box.

He gets rigid when I remove his hide and pick him up, but relaxes after he's been out for a while. If I startle him, he just draws his head back, and as long as I sit still with him for a moment after that he just goes back to crawling around as if nothing happened.
"You're not going to eat me? Oh, ok."

He's definitely gotten better with each handling too.