Ah good luck to you. =) Well, I can sometimes put fish that size into my adult tank, so long as I have a few older juveniles in there as well that are already too big to eat. Otherwise I'd say not to chance it, especially since he's alone, he may end up getting unwanted attention. I tried that once, and all my fish, though they couldn't fit him in their mouth, ganged up on him to kill it because it was a small wiggly thing. Thankfully I managed to get him before he was killed, but they came darn close. I'd just suggest you put some plants into the pen with him for now and feed him a bit more often.; You should feed babies 3-4 times per day, make sure he gets a lot of plant matter, but also baby brine shrimp helps them both grow, and be brighter colored. Just don't give "Proteins" to him more than three times per week MAX, I do it twice per week myself. And suck out all the gunk twice per day with a turkey baster or something, cleaner breeder means he will grow faster, especially with good food. Give him a small piece of a fresh, cooked pea for one of his meals every day, babies tend to get constipated easily because they eat more often. Really minced up fresh spinach and romaine lettuce is good too.(I like to buy frozen emerald entrees and defrost them, remove anything too big to eat and let them have at the fresh greens), and a piece of an algae wafer is good too. Just a crumb for him. =)
This info may help him grow quicker. At one month of age, he should be closer to 1/3" or more. Sometimes this happens when they aren't fed enough, or the right kinds of foods, or if born a little premature because a parent was sick or stressed, and sometimes because there are too many youngins in the same place with him, which isn't your case obviously...but this should help if you don't do it already! ^_^ I'd suggest getting some of that viney anacharis to put in his pen, you can free float it or anchor it in there, or have some of both. He'll feel more secure and should want out a bit less that way. Any kind of small plant that is easy to get around in or hide in would be good in there, so long as it can handle not being planted. You can leave some at the top, but make sure some stayed down lower too.
I would let the baby stay in there for about two more weeks, it sounds like he's having trouble with his growing, it's not uncommon, especially in these situations. =p I have a few little black molly who are about half the size of the other babies because I had too many! I had to release them early into the big tank, but thankfully they don't get bothered since I had quite a few more older juveniles. It tricks the older fish into not messing with them sometimes.