Treats and patience...
If you scared him, he probably would've barked at you-it sounds sort of like when you squeeze a dog toy! It's their scared noise and it is unmistakeable-loud and distinct! He just isn't used to you yet, which is why lots of patience is key, move very slow, always be talking to him or singing in a quiet, gentle voice. Make sure he has a quiet place during the day for sleeping where he won't be interupted too much! Also, I used to feed my boy Sunny and give him water in the morning, I've moved this to nighttime just before playtime, so he knows now, after he gets his food and water, he's spending time with me and sometimes my daughter. He waits by thee door now for the second I open it
Yours doesn't sound too shy! Mine was actually a little less shy than yours with women. He took treats from me when I went to pick him up before even bringing him home. I left him alone that night and then the next morning (before switching to a totally night schedule), he took a treat through the cage. Some need much more patience than others, though.
The breeder where I bought him gave me a little bag of treats she said were okay. There was a tiny bag of plain cheerios, a tiny bag of sunflower seeds, and a little box of raisons. I've had him for about 8 months and he still has most of the sunflower seeds and raisons because I now know they're not great treats. So he gets a 1/2 a cheerio a night, and 1 raison or 1 sunflower seed once a week (not including the 1/2 a cheerio that night). And occassionally (like once a month) instead of a sunflower seed or raison or cheerio, lol, he gets a tiny bit of alfalfa! I just bought an ounce of rosehips of ebay to see if he likes them as a little change, though he doesn't seem to mind his other treats-he loves them-but rosehips are much healthier than fatty, sugary treats!