the reason for the chinchilla diet being somewhat basic is due to their original habitat. they would normally live at very high altitudes where there's not much vegetation so it's basically hay and some grasses, they also eat some herbs in the wild. they have very sensitive gastrointestinal tract and the gi flora takes ages to change according to the food, so if you're changing their food, for example changing the brand of nuggets, you have to do it very gradually.
it only takes a few minutes for a chinchilla to die of overheating so you'll have to make absolutely sure the temperature of their environment is suitable. if you live in humid climate, you need to keep an eye at humidity as well.
playtime.. well, they kind of skittle around, explore the room, jump on stuff, climb, get into spaces they shouldn't. as for chinchilla proofing.. you need to make sure there are no cables they can chew - i have cables in their room for aircon, radiator, scales.. mine leave them alone but it depends on the chinchilla. you need to prevent them from getting into spaces they can get stuck in or spaces they can get it but you can't because they will start chewing on walls and furnishing and naughty stuff they shouldn't ingest and you won't be able to stop them. i'm sure somebody else will come up with more tips!