Whether your African Pygmy Dormice can be handled or not will depend on the line and breeder. Ask your breeder how they handle dormice and if they are tame. Despite a good breeder, some animals may never be tame enough to handle and African Pygmy Dormice are best considered as interesting pets to watch rather than play with. Even if your dormice cannot be handled, you may find they will interact with you and let you gently stroke them or will lick maple syrup from your fingers.
One tip to get your new animals used is to remove the foliage in your enclosure. This may seem a bit distressing to them, but will actually get them used to moving about in the open to learn that this is safe. The existence of familiar smells also helps so try not to clean too excessively when you first get them and retain part of their bedding instead of doing a full clean out.
You can also try investing in a bonding pouch, like the ones used for sugar gliders. This will allow your pet to feel secure in a dark place against your skin, whilst becoming familiar with your scent. Always show great care with your dormice, as they are lightning fast!
Never handle your dormouse by its tail since they may shed it. This is extremely painful and is not something that would ever grow back.
If you want to try to handle your dormouse ideally you should do this in dim light and in an enclosed space. You need to dormice proof whatever you chose and check vertical space as well - such as curtains or furniture. A dressing gown is or something with large pockets is good to wear whilst you handle your dormouse as you can accustom your dormice to hiding in pockets - therefore if they become stressed when being handled they always have a place they feel secure. You will also find that two people make handling much easier since they treat you much like a tree and may hide or cling to bits of yourself you just cannot reach. A favourite place seems to be nestled right at the back of your neck.
If you have to pick one up you can swiftly and gently cup your hands round them, leaving only a small exit by your thumbs. Do not pick up by the base of the tail as this can break. It is easily to tell if a dormice is distressed whilst you are doing this, as they will breath very rapidly or make sudden, frantic movements and jumps.
Dormice can have a sharp bite if provoked so be careful. In the event of an escapee a fine meshed net such as those for fish is useful. Also bear in mind their aversion to light and try dimming the lights and using a torch or some such to direct their movements. We found that a small lamp in a dim room can make an effective barrier for them, as they tend to dive directly away from it, and into the darkest corner. Then try placing a familiar item or nest on the floor for them to flee to.
In conclusion, think of yourself as a tree and make sure the dormice have somewhere they feel safe to retreat to - such as a pocket. Handling them is to be advocated insofar as it will accustom the dormice to you and reduce stress when you are checking their health.