Even though it is in the wasp family, I have never had a problem handling these guys. Of course, I make sure I don't pinch any body parts and always move slow and use a gentle touch. If bothered, they will curl up into a protective ball.
Cuckoo wasps are really hard to key out to species, so I will not even try. Best guess is that this one is in the Chrysis genus. Some species in the Chrysis genus can parasitize mud-daubers! "Chryso" in Greek means gold and refers to the metallic sheen of these gorgeous little wasps.
The name Cuckoo wasp comes from the female's habit of laying eggs in other wasps nests, just like some species of Cuckoo birds lay eggs in other birds nests, from time to time. Some species of these wasps are kleptoparasitic. This means they will "steal" the food of other wasps and bees that they consider their host species. After hatching, the cuckoo wasp larva kill the host larva and eats the caterpillars or other prey that have been captured by the host for food.
Such a beautiful organism with interesting habits. I am glad it stopped by for a visit.