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Congrats on your new little one!

What paper bedding do you mean? Is it toilet tissue? Plain white shredded up toilet tissue is usually a favourite with most hams but he may still be settling in so give it some time.

I would ditch the gloves tbh, I did try gloves once with a ham that never bites just out of interest to see what would happen & he immediately attacked them!
How big is your cage? If it's on the small side they can find hands a bit threatening & that may cause them to bite or could it just be exploratory nibbling? That's very common & something they tend to grow our of.

I've found some don't pouch or hoard for a little while he probably will begin to do that soon enough, I wouldn't worry about that at all.

Having more than one ham in the room is fine, I wouldn't put them too close, mine are at least a few feet apart, a bit closer would probably be ok & with two different species they probably won't take much notice of each other.