If they are too close to a fire (walls don't block the effect) they'll stay in a panic. I did this more than a few times at first - I'm not sure if every flame type does this. I also set things up so they have no line of sight of my player by using the solid fence to make the taming pen and toss a dozen or so berries, mushrooms or carrots in and leave them alone but stay in the vicinity. I'll definitely sleep when I can to make the taming time seem shorter.