I got my b.vagans as a tiny freebie - she's about 2" now and like yours very skittish. Since day one she has built burrows though and is much calmer when she has one. I tried keeping her on thin substrate so it would be easier to see her and feed her and she was a nervous wreck until I gave her back her "deep house".
My mature female vagans is pretty good about behaving. When she is in her burrow she bites and rears up and slaps intruding objects but once extricated she is sweet and docile. Before she was given room to dig, she was docile all the time; now, you have to convince her to come out and avoid getting impaled while doing so. That said I've held her many times, and have also held a B. vagans from a pet store whom I'd never dealt with before, just reached in and picked it up. They can be fierce at times but I think that gets overplayed a bit.