Welcome to the site, you'll find a lot of great info and help here!

My advice...

Don't handle him till he's eating well. Definitely don't handle him till he eats his first meal.

Feed him at least once a week. You can feed him every 3-4 days if he's thin. You should never look at a ball python and think it looks thin/skinny. They should be fairly chubby.

Don't bother moving him to a different tub to feed him. There really isn't a good reason to do that. They won't become aggressive from feeding them in their enclosure.

As for what you should feed him, either a rat or mouse. You want something that is just slightly thicker than the snake. You want to be able to easily see the bump from the prey. No pinkies, ball pythons aren't small enough to need those.