Just hold them. Make sure your hand is fully supporting his underside and legs.... Mine go straight to my chest when I pick them up, with a hand gently against their back if I need to move in a way that might destabilize them. Its comforting because they feel fully supported, and it's warm, so most of them like this.
I think they mostly just want to feel safe, so if your holding it in your hand i would have his nose near your finger tips with his body going down your hand, that way his tail can rest on your forearm. This way you can have your fingers around him loosely and his whole body is supported.