Need Advice

For the first 2 month, my son cried non stop with colic and reflux. We held him almost constantly to try and comfort him because we didn't know what was wrong. The doctor finally treated him for reflux and things got better. But he is obviously now use to being held...! He is in daycare now and the provider has spoken to me about him being very needy with wanting to be held. My husband and I both know this and are trying to work on things with him. At what point do you let your baby "cry it out"? Or how long should you let them cry before giving in and picking them up? I don't want to have to think about him sitting and crying, but I also realize the daycare provider can't hold him constantly. I'm so scared she will eventually say she can't watch him anymore because of his constant wanting to be held. Any advice on how to make him more content hanging out if she sets him down?