Thanks for the video. When you move the box, it goes from no contact at all, to suddenly overlapping with the robot. For the physics engine, this means it has to push both models really fast away from each other until they are not overlapping any more. It's as if they had suddenly a really deep contact, so they bounce back really hard.
So I don't think there's anything wrong with your robot. You can do the same with the Simple Arm that comes with Gazebo, just place a box on top of it and you'll see that things bounce around. *
The way I'd go about placing the box in the hand would be to:
Another thing I should mention here is the collision max_vel parameter. You can set this value to limit the velocity in which bodies move away from each other during contact.