The only thing I can mention that hasn't been mentioned...is when you go to pick him up, try to not corner him or just grab him (somewhat like gray rodent mentioned).
You can take one hand and gently but firmly hold the base of the tail with your fingers, while using the other hand to scoop him up, under his feet.
Just make sure at all times when you hold him or are picking him up, that his feet are always supported by your hand.
I noticed with some new owners they don't realize that when there is no support for the feet when being held, their chinchilla will become what they may call skittish or frightened or kicking their little legs.
It's just them being afraid when the ground slides out from under their feet...so always keep their feet supported when scooping them up or picking them up.
When handling, if you use the other hand to hold onto the base of the tail, firm yet gently, this is to ensure your chinchilla will stay with you and not make a mad dash for the floor or falling by accident. I have yet to have one chinchilla not be calm when being held or picked up, if I do this and it has always worked for keeping them calm. It also works for getting them to trust you better and become familiar with you, as it is a much more calmer/relaxed way to pick them up or hold them.