You really should have him on a well researched and balanced sugar glider diet. Check out the Gliderpedia. Pellets are not a natural food they would find in the wild. They mostly eat sap from gum trees, and don't need a lot of protein.
He will feel better and be healthier on a balanced diet!
I use a glove of sorts when I handle my gliders,also. It saves me from scratches. I stitched up a 'mitten' out of fleece, it is actually a spare pouch but I use it like a mitten.