The Petsmart employee was mistaken. Reptiles don't feel like mammals do. I like to think my adult beardies enjoy being held, but most likely they associate my presence with food, not being a predator, and probably enjoy my body heat when I hold them. Baby bearded dragons are prey for nearly every animal they encounter, including larger bearded dragons. They are skittish by nature because they are #1 on the food menu. They are also delicate so it easy to injure them by trying to stop them if they suddenly make a run for it.
My personal preference is to not use a feeder tank. If he is stressed out already, moving him to a different environment will compound it and may result in him not eating.
I would double check your temps since improper heating and cooling is often the cause for poor feeding. If he's still not eating after you're sure the temps are spot on and his stress has been reduced as much as possible, it would be time to get a fecal check for parasites if you haven't already had one done.