How to safety have out of cage time

I got my babies a few months ago and i don't want them in their cage 24/7 so i try to take them out and put them in my hoodie but last night one of them made a RUN for it. i caught him thankfully. but how do i properly and safely do out of cage time with them? should i just wait a few more months till theyre completely comfy with me? or should i use a play pen type thing at first?