you can't train/tame them like a bearded dragon (just regular handling)
you need to let them feel safe, make sure they have plenty of hides, put the tank in a high traffic area. And when feeding them make sure they can get the food with out coming out into the open, when they are more comfortable with you around, try feeding them with feeding tongs. and as they start feeding from the feeding tongs get them to come and feed on your hand and build on from there, like taking a cold lizard out and letting it warm up on you lap like lazylizzy said. I have also heard of people sticking some of their clothes in the tank to get them used to there sent.
I have never kept a monitor but it is next on my list and I have been reading every thing I can find on them.
Cheers
hope this helped