Congrats on your new chin!
I'm brand new to the board but might have a few answers to your questions
1. The cubes are treats/chew toys (In my opinion) and I'd leave it in there till its done or 2 days old. You need to feed your chin long strain fresh T.Hay and always have that available. I'll take a nibbled cube out if I think my chin isn't touching his fresh hay because of it.
2. The balls are not safe for chins (ball of death). They can over heat and die while inside them (worst case) and they are made of plastic which if eaten can lead to death as well. Also if they pee while in the ball, it can ruin their fur. As far as the dog I'm not sure barking is usually not a good noise for them to be making
3. I use Oxbow Chinchilla food (
http://goo.gl/yqJ10) and I know a lot of others use Mazuri (
http://goo.gl/gMffD) these are the best. Did he come with some food? If it's not enough to last a month, buy the same food for now, then slow switch foods by blending the future food into your chins current diet.