Rather than picking him up to remove him from your lap, you can try 'nudging' him off your lap, gently, of course with a couple fingers or elbow, so as not to hurt him but rather just to 'displace' him. Praise him, you could also give treats, etc., for him removing himself from the 'now unwanted' location (your lap) following the nudge, then simply get up and walk away...like you're the one in charge!
You can...and perhaps should...also practice 'inviting him' onto your lap, too, to reinforce the 'okay/not okay' nature, and even extend the training to other places he should not be, like underfoot when you chop onions in the kitchen, etc. IMHO, this is a very passive, repetitive type training and not an 'emotionally connected' training, so I would be rather 'matter of fact' about it and not personally use treats since I consider it 'manners' training...
You will see animals 'nudge' each other out of the way...although they understand the motion and its circumstantial meanings...since it can have more than one...'intuitively' as I understand it. Again, be gentle...we love our precious little fuzzy babies and never want them to hurt...EVER...but firm enough he understands that the 'nudge'
is an
intentional request from
you.
Here are some examples of how dogs use 'nudging":
Why Do Dogs Nudge? - Pets Why does a dog nudges a human with their nose
Just a thought...