Any moms?,advice please.

My son was born 5 weeks premature and is 1 month old now his normal sleeping patterns are 2-3 hours but wakes up before due to gas and winds,when I pick him up and burp him he completely wakes up and I have to feed all over again or he won't stop crying,I would like to know when can I teach him to self soothe aswell? we have gas drops and everything to help his winds but it only goes to help so far and can never fully burp him properly,he won't self soothe because his uncomfortable but he has potential to do it on his own! if it wasn't for gas..also will it get better at 3 months?