Give them a few days to settle in. Once that is over you can start sitting in the room next to their cage. You can talk to them or read to them. Some people even sing to them. You can put you hand in the cage, palm up and just let it lie there. Let the chinchillas come to you. Do not chase them. Once they are comfortable exploring your hand and arm, you can try lifting them up but keeping them in the cage. After they are good with being lifted and will sit in your hand you can begin taking them out for short periods of time. Do this as often as possible. The more you interact with them the sooner they will come around. Keep in mind, though, this whole process can take weeks or even months. don't give playtime outside of the cage until they feel comfortable coming to you and being picked up.
Dust baths depend on the humidity where you live. Some places, every other day while others once a week is good. If you dust too often it can dry out their skin and make them itchy.