To get the BP to be less shy, just start out sitting near the tank (as Lynda said) and always walk up slowly to the tank whenever walking by it. Trying sitting by the tank for ten or so minutes before feeding and gradually move into lots of interactions with the fish (being around the tank and such). He will definitely warm up to you. It took about a month for me to get my old flowerhorn to get completely used to me. He got the point where I could hand feed him and he would help me clean his tank on the weekends. From what I have read, BPs and flowerhorns have similar personalities. I'm sure if you did a quick search, you could find other techniques too.
Maybe the loaches or angels or some other fish are bugging him too, which makes him retreat. So, just watch their interactions too. They may not, but it always helps to know how your fish are working together.