Sounds like you are doing all the right things. You have already helped him take the first step or two by getting him to come to your hand outside the door to get a treat ... even if it is only to grab it and run back inside his hut. Praise him for it. If you can, please try to set a particular time to give him his 1/2 treat each day ... even if you set have to set an alarm to remind you ... Chinchillas love schedules. After a while, if you notice, he will start pearing out of his hut looking for you about the same time each day ... Do not disappoint him.
When he comes to get the second half praise him again. If he stays out, be sure to tell him what a good boy he is being.
After a few days, set 1/2 a treat on his wheel and see if he will come and get it ... praise him again.
The second all lights are off in the house he goes crazy in his wheel but he won't even go in it when we are around. Oh and he loves watching the TV at night.
It sounds like he might have gotten yelled at or fussed at for noise from a previous owner. There's a good possibility he has even been hit, also. Try setting in the room, in the dark, on the other side of the room, very quietly ... if he starts playing ... just watch him ... slowly move your chair closer and closer ... about an inch or two a day. If he refuses to come out when you have moved your chair ... move it back to the same place as the day before. If he gets on his wheel, talk softly, praise him ... like you are happy and excited at the same time, but softly. When he learns to trust you in the dark, it will be easier for him to trust you in the light.
Any time you pass by the cage or even walk past the door to the room ... even if you do not see him ... call him by name and say "Hi" and/or when you leave the room, call him by name and say "bye". In this way you will be acknowledging his presence, but in a manner that is not threatening to him.
The 'proper' greeting between chinchillas is sniffing from the nose to the fur on it's side ... once he will stay at the door of the cage a little bit ... start making a soft sniffing sound. Each day, just a little closer ... once he will sniff your face and allows you to sniff his face ... he has accepted you. He may not let you hold him yet, but he is trying and wanting to trust you ... just keep taking baby steps ... and no sudden moves ... it will work in time.
This is just one method, I am sure others have ones they have found to be successful. Each chinchilla is different, so you may have to try different things ... just don't give up on him.
Jo Ann