I had the same issue with my savannah so i did something recommended to me by a friend who said to get doors on its cage that open from the front not the top. He said this is helpful because monitors have an instinct to fear things coming from above (birds) and feel more comfortable when something comes at the from a side. It was time for a cage upgrade for him soon anyway so i bought a custom 7x5x4 cage for him which is still not his adult cage. I also decided to not pick him up but instead let him come to me. After only two weeks in his new cage he climbed up my arm and sat on my head.