My 2 did the same thing when they were puppies. You need to put the harness on them and leave it. They will get used to it in a couple of hours.
I know it sounds mean, but the younger the better. I put Lucy's on her the day I brought her home and the same with Rebel.
Now, when they get baths, they want them back on as soon as they are dry.
Lucy will pick hers up and bring it to me.
Good luck