As said nuts are no good for chinchillas, they should only have pellets, hay and water. They can't properly digest nuts, fruits, veggies, or dairy (or any animal products like meat, eggs, hide, or bones). Treats like slow cook oats, plain cheerios, rose hips, or rose petals/buds are ok in moderation (no more then one treat piece a day, but ideally less often), but unless he is near full grown (at least 6months) then it's best to give no food treats so he has only good stuff to grow with not junk food. Good "treats" for young chins are hay pieces, some chins really like the fluffy hay heads, or just a different type of hay then normally fed for example, works well, also twigs are good as "treats" too. The great thing about giving hay or sticks as treats is they aren't really treats so there is not limit on how much they can have.
Now more to your question, bonding takes time, the best things to do is talk, sing, and/or read to him, sit near the cage, if he allows handling (which it sounds like he does) then holding and petting him. Just like the no treats before 6 months you also don't want out of cage playtime before then either (or at most 5-10 minutes max a day), they can easily tire themselves out (which can cause a drop in blood sugar leading to seizures and death) and burn calories needed for proper growth. Mostly though a bond takes time, they aren't animals that normally form close bonds quickly, you have to earn their trust (they can live 20+ years so they have time to develop trust over time). Also try to stay on a schedule helps too, so they know when to expect things to happen, like when they normally get dust baths, when you bring fresh food and water everyday, or when they get their daily sticks. They commonly quickly pick up on when you are normally at their cage and will be waiting for you.
