A few ideas.
Tempt him back in with a treat, like a raisin or a bit of papaya. Wiggle it in front of him and move it into the cage and hopefully he will follow it into the cage, then let him have it and close the door.
For a sand bath, use a dish that fits into the cage. Let him have it on the floor when you want him to go back into the cage and when he hops in, lift up the bowl and put it, with him, into the cage. Then let him keep it for a few minutes.
A lot of people here use a timer with a bell, so that when the bell rings the chinchillas go back to their cages. They eventually learn what it means and after a while will go back on their own. I can't explain that one too well because I don't use it but someone else should be able to.
A last resort could be throw a towl over him.
The top two are the ones I use because then going back into the cage is a treat. I like to incorporate the cage into the playtime too, adding ladders to the outside and opening all the doors so they run through the cage as they play. Then when I want them to go back I wait until they run through, close the doors and give them a treat.
