Given the fact you have had your budgies for one month, you have been doing a remarkable job with them!
From your description, it really seems your younger budgie is being playful, he is gently nibbling you and sometimes will put more pressure on his bite as a way to test you and see how you will react to it. It's great that he chooses to come to you and wants to have a closer interaction. The gentle nibbling is also a sign of affection, it's his way of preening you.
With continued training and by rewarding good behaviour, the trusting bond you have with your younger budgie will grow and so will his taming.
It's great that your older budgie is well on his way of fully mastering the step up command.
Most likely your budgies are used to coming out of the cage when they want to and it will take more time for you to train them the way you want so that they take a lift on your hand/finger when coming out of the cage and when getting back in. And this is done by continuing with the training sessions and to reward them when they respond in a positive way. If a favourite treat doesn't work, you can use a favourite toy or your voice by using praise words.
You will find detailed information and lots of tips on the stickies at the top of this section of Talk Budgies.
Best of luck with everything!