Getting them accustomed to the harness isn't an overnight task. Whenever you have them out of their enclosure, make sure to put it on and give them a treat when you do it so they associate the harness with good things. When they start to wiggle out of it, you can try scruffing them before they succeed to discourage the behavior. The important thing is to be consistent with everything you do with them, which requires close attention.
I have four ferrets and I've tried to train them for harnesses in the past but they didn't really get the idea. So I gave up with it. If they're not getting it, they may just not be good for the harness.
I'm assuming walks outside are the end-game and there's just a couple of things to keep in mind there. Make sure they have their distemper vaccine if you're walking them in an area where they can meet dogs or dogs might be. Don't walk them on grassy areas that have been treated recently as they are more sensitive to the chemicals than larger animals. And concrete has the potential to damage their foot pads.