In the case of my little brown bats, they detest being picked up. The screech and scream like it's the end of the world. I usually have to follow them around the house until they get themselves into a corner.

The exception to this in my case was a little pup that was scared and confused due to a forest fire outside. The smoke drove it into the house and it only screeched a little bit when I picked it up. It's doing fine now.