I pick up the feet (by squeezing the chestnut on fronts and cap of hock on backs, not by pulling the legs up or pinching the tendon or pulling the leg hair), and as soon as they are still, put it back down and pet them. If you release when they are struggling, you teach them to pull their legs away. When they are pretty good at that, I start slapping the bottom of the foot with my open hand, tapping it all over with a hoof pick, just generally making a commotion like the foot is being trimmed. Start small, get bigger. As a farrier, I'm less worried about the foals being halter broke (there's other, safer ways to restrain them), and much happier if they've had their feet and legs handled a lot. Also, make sure you have at least three people - one to hold the mare where she can supervise, one to manage the foal, and the farrier.