UPDATE:

Tracy from VPI e-mailed me back almost immedeately (I love these guys!) and here's what she said about the hemipenes:

"Yes they love to do that!
If you see that they are not pulled in you can soak him in a little bit of water and that usually does the trick.
I’m hoping he will settle down-they become incredibly tame, but as babies not so much!
He really hasn’t been handled at all, so it will take him a bit to get used to it."

problem solved!