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Running frantically in the wheel is quite normal during the early stages of taming, they tend to do that when they're a bit stressed but it's a lot better than them running away!
If you can just be patient & not move your hand & continue talking to them then they should become less stressed/fearful & more curious, keep at it

Sounds as though Dennis is doing well DennisJones!
One of my Chinese girls used to do that when I tried using a taming bin, she would much rather run up my arm & sit on my shoulder than stay in the bin!
If they do that it helps to have some kind of play pen to sit in with the bin so they can run around on you if they like.