The OP, Loungess, is making really good progress with the babies.
We have now started learning to give feet with Vicky, and yesterday she gave me her feet really well for a first try. I use the Month Roberts idea "stuffed glove on a stick" to get them used to being touched on all legs but also keeping out of danger.
Shergar is still relatively nervous and suspicious. One can only wonder what the breeder did, or didn't do, to this lovely baby to make her not like physical contact from humans. The still easily visible indentation on the nose made by the headcollar she was delivered in can give one an indication. She is slowly accepting scratching and rubbing, and in the box I could lead her and back her up a little. However as soon as she feels nervous she tries to bite. Obviously this is not acceptable, but it's definitely a "leave me alone" sign. So of course you don't give in, reprimand with a gruff NO and a flick to send her away. Then start back with the soft come to me and be nice work. End on a good note. Slow small steps in the right direction.
I'm really proud of Loungess's progress, as a novice horse owner she is determined to do everything correctly, and it's a real pleasure to have someone open and receptive to suggestions.
Obviously I'm not the worlds best trainer,but hope my experiences are a help.