OK...lets back up to the beginning. First of all. Welcome to the forum and congratulations on your first chinchilla!!!!
Now, as for "doing it right" the only thing I see that stands out as a red flag is that you changed his food. Other than that what makes you think you are making mistakes??
There are no hard and fast rules as to how fast you can play with a new chinchilla. Each one is different. For example last week I brought home several new chinchillas. All were from a large breeder and were not used to being handled. I left them in their cage for 24 hours without ever opening the door. On day 2 I offered each a raisin. Each chinchilla backed into the corner when I opened the door, a few of them fussed at me. Because they were so afraid I chose not to push it, left the raisin on the floor for them, and closed the door. The last girl I tried met me at the cage door, ate the raisin out of my hand, and climbed out into my lap. She became my daughters best friend and has been out of her cage for playtime every day since. She is very social, loves to be held, loves to be scratched, ect.
So you see, there isn't a set time line that works for all chins. You pay attention to how comfortable your chinchilla is and let him tell you if you are doing something wrong. Does your chinchilla come up to your hand when you open the door? Does it let you scratch it in the cage without acting afraid? If so you are right on track.
Now for cages. What cage was he is, what cage did you change to, and what cage is he in now? I'm confused at how you could mess that up? The only bad cages would be an aquarium or one with lots of plastic....the only bad bedding would be cedar, corn cob, cat litter, ect.
Tell us all about your little guy and have fun with him. If there is one thing I have learned over by 11 years in chinchillas its that each chinchilla different, and that like raising children, there are many different approaches that all work well.