dust bath is a good idea. once chinchi and fluffy were introduced, it was actually really easy to get them back in the cage after their daily run. all you had to do was get a bag of sticks out, say 'chinchi, would you like a stick? would you like a stick chinchi?' and he'd go into his cage (there were three doors on the cage and they could just get in through the bottom door) and you'd give him a stick, and then you'd say 'fluffy, where's chinchi gone? where's chinchi? where is he?' and she'd start looking for him, she'd go for the last spin in the dust bath and then she'd go into the cage and she'd get a stick.
this worked most of the time, but there were times when they were having too much fun out or chinchi got clever, grabbed his stick and got out. i miss him so much.