If you lock them out of the their cage when they come out voluntarily, it may cause them not to trust you and be more wary about coming out. Remember, they're prey animals and safety from predators is instinctual.
My younger chin is timid like yours, and I'm extra careful in building trust with him. Both of my chins let me know when they want to come out. If you spend a lot of time with them in the room and observe them, you'll learn to read their body language. For example, if you open the cage door and he hops out on your hand, he wants out. If he just stays put, or runs away, he doesn't feel like it. I usually carry them from the cage to the play area, so walking out of the cage is seldom an option for them. I only allow it if I'm able to secure a small area immediately around the cage. This way, the chin walks out of the cage onto my lap, then hops back in. He does this several times (it's sort of bonding thing for us as I add hay and pellets to his cage everyday). Some days, he doesn't feel like it and I just reach in and pet him. He coos a little to let me know he appreciates it, and I leave him alone.
During play time, my chins let me know when they're done playing. If I'm in the play area with them, they will eventually just stop exploring and start falling asleep. Sometimes, my chin will jump up on my shoulder and just wait for me to get up and walk over to his cage. If I'm not in the play area, I will bend down over the gate with my hands open and ask if they want to get out. If so, they will jump on my hand and let me pick them up. If they're not ready, they'll come to my hand, sniff it and run off and play some more. Occasionally, I have to entice them out with the dust bath.
Anyway, I can share other bonding techniques I've tried with my 3-yr old chin that worked wonders, if you're interested. The great news is that with patience, you'll develop an understanding with them. I'm still learning, of course, and there's lots of room for improvement for me, my husband, and our chins:-) Sometimes, we have setbacks and have to backtrack, but this is expected when you train any animal, especially humans