From all the reading and research I have done lately, it is my understanding that leo geckos can and will drop their tails as a defense mechanism. But I believe there would have to be a significant threat such as being grabbed by the tail. Gentle handling should not result in loss of the tail. I would recommend putting your hand in front of him/her and trying to scoop from the front (or let it walk into your hand) as opposed to trying to grab and lift it up from overhead. Good luck! :-)
I was just feeding my pair wax-worms by hand. The male chomped my finger and scared me a bit and I jerked real hard... but he didn't care. It didn't frighten him a bit. He just let go and sat on the ground... waiting for another stupid worm. Heh.
My female on the other hand likes to be handled as little as possible. Even when my two year old handles her, she hasn't been too incredibly stressed...