Congratulations! We had our first henkeli hatching a few weeks back and are incubating 8 more eggs now. Actually, one of those should be hatching any day now.
They wont usually eat for the first few days (up to a week sometimes) and often you won't witness them eat for a few weeks. If you're not seeing him eat, check for droppings which would indicate he's eating.
I would keep handling to a minimum. They're tiny and a bit fragile the first few weeks and simply need some time to gain some confidence and strength.
They don't much space at this age and can be housed in smal critter keeper or a 2.5-5 gal enclosure. Paper towels on the bottom is usually easiest to clean up.
We offer food nightly for the first 6 weeks or so. They grow fast after the first month and need food to fuel that growth.
Temps should be kept on the cooler side, 74ish should suffice.
They are misted on the same schedule as the parents, once per evening a few hours after lights out. They are very flighty so try to mist carefully or they will hop about haphazardly.
That's all I can think of at the moment but let us know if you need help with anything else.
Again, congrats!
Luis