At the risk of repeating myself thankyou for the comments, they really are great little birds and the closer you get to them the better they get.
I do feed Robin live meal worms which you can get from
http://www.livefoodsdirect.co.uk/ (hope posting this doesn't break any rules?)
As for training it to feed from the hand that was actually quite easy as it seemed pretty friendly to begin with. We initially started feeding live mealworms from a tub on the patio table a couple of months or so ago but the starlings found it and emptied it within minutes so i modified our multifeeder (
http://www.birdfood.co.uk/product_details.php?area_id=2&group_id=15&nav_id=37&prd_id=657) with a yoghurt pot as the starlings still emptied it within minutes after which the Robins and Tits pretty much had it to their selves. It was during topping it up in the mornings i noticed one Robin was particularly close to the point of flying around the feeder at times. So i decided to try and get it to come to me by sitting in a patio chair near the feeder with some mealworms in my hand and "dropping" a few on the floor. It wasn't long before he / she was swooping down nicking a worm and was off again in a split second.
Fast forward a month or so and now Robin happily sits in our hands whilst eating numerous worms, if it wants more, for it's self / young it lets you know by hopping of your hand onto the bench in the above pics and waits whilst you go get a few more