I had similar worries about the feeding issue about three weeks ago: I picked up a tiny little candy cane that's about the size of a pen, but not as thick around. She isn't nippy at all, is very healthy and is very docile (not jumpy). She takes rat tails right now and should be ready for mouse pinkies in another two or three weeks.
As to being wiggly: I think it's a matter of how much you handle the baby corns. They will become very used to being handled and calm down once they know that they are safe with you.