I have a bit up about how I hold them
HERE. I catch birds by either using a leg-catcher (which can be harmful to the bird if not done with some finesse) or by cornering them. It'd probably be wise to figure out some way to entice him into an enclosure of some sort because if you are not successful catching them they do learn quite quickly to avoid you. I personally do not wear gloves but long sleeves and gloves definitely don't hurt because while they won't attack with their claws, you can get scratched really easily.