Can anyone tell me the best way to wean a baby from being swaddled?

I have been advised that you start to unswaddle at about 3-4 months when baby starts to find their fists and that a way to get them out of being swaddled is to start by not swaddling one arm and then progressing to two arms out of the swaddle.

Well, my baby is 15 weeks and HATES the whole one arm out of the swaddle. I tried it today and it dissolved into a 2 hour crying session (my baby then me). I have tried putting him in the gro bag and he hates it.

Based on this - should I wait a few weeks and try again?