You sound like you're doing well. If he's doing all that he sounds perfectly fine to me. He will come around eventually, there is no set time for them to adjust, they all have individual characters. My last 2 burmese, the male (Ozzie) was very curious and fussy from the beginning but his sister (Meg) was complete opposite, very wary, skittish at first.
At that sort of age they just love anything to play with, bits of string, boxes etc. The more you play with them, the easier they'll feel around you and treating for good behaviour will encourage it as well. Keep at it!