With a little baby, keep your training sessions short and sweet and always end on a good note. If you get him to walk five steps, when yesterday you couldn't get one, then quit. The idea is to quit BEFORE they get frustrated or lose focus. Keep in mind, their attention span is only about as big as they are and grows as they do. Little horse, little attention span. Gets bigger every day. Keep the training sessions fun, and not overly demanding. If you find YOU are getting frustrated by anything, you should leave. In my opinion, babies can do no wrong, because they haven't been taught yet. They are just being horses. You have A LOT of time to work with this baby, so take your time. Go slow. Don't drill. Some days, what I would do is walk in, handle feet a little bit, then leave. Others I'll go in, brush, leave. Another day I'll teach a little something new here. Sometimes I'll skip a day. Maybe I'll just go out and read with them loose or eating, and just BE. Also, just be sure to not allow any bad habits to start forming. Coddling and bonding is good, but just don't let the baby become disrespectful, or allow any behaviors that might be cute now, when he is little, but will be dangerous when he gets bigger. Teach him to respect your space.
I think you are on the right track though. I am glad to see you are handling feet. You can never start too early with feet handling. Your farrier will thank you for it later.