At that age they don't like being changed at all, I think they just don't really know what is happening. Try to do it as quickly as possible to minimise them being upset, but breathe and remind yourself that it's not an emergency, they are in fact OK, and can have lots of cuddles as soon as it's finished. It's OK sometimes if you have to do things that they don't like. Remember that it would be much worse if they got nappy rash and were sore. Talk them through each step, this can help keep you calm and remind you that it will finish and your calm voice can be soothing for them.
If you can be bothered, reusable wipes or cotton wool (or even just a normal wet wipe) and a bowl of warmed water is much more pleasant for them than a cold wet wipe - I found my October baby benefited from this enormously, I didn't bother to warm the wipes with my summer ones. Even at night, I'd take the chill off the wipe by pressing it to my belly skin. I think, in hindsight, a little PFB of me, but I don't care, it made night changes in a cold room much nicer and I didn't spill water everywhere.
As they get older you can play games while changing, sing songs, distract with toys etc but at this age it's just getting through it quickly and then having a cuddle afterwards.