As already said by Drachne, a little bit of gentle physical contact / snuggle / petting time each day (if the hatchling is calm when doing this) is going to help form tight bond with it.
Another way to form a great trusting bond is to give food treats each time you have the little dragon out , offer these to it , just 2 or 3 bugs (suitable sized crickets or roaches) or calcigents or small silkworms (1-1.5" long) per session , held between the finger tips and show it the bug first.
The calcigents and silkworms can be placed on your chest or tummy where the little dragon can see and easily reach them, they will usually snap the worm up pretty promptly, and will see you putting it there and will make the connection between delicious / juicey worm and your hand.
Make a routine and little calm reassuring ceremony of it , routine is everything in taming and keeping a happy and healthy pet lizard. (This even works with totally wild lizards - it just takes patience and you have to let the lizard take things at it's own pace while building a trusting friendship with it.)