I suppose feeding them too many sticks that they are eating can cause that. Use pine blocks or pumice instead. As far as chewing on the bars there really isn't much you can do about that.
If it's really mushy and smearing and staining the shelves there may be problem. If it goes on for more than a week or two I recommend a vet visit and getting a stool culture done. I had this happen with my chinchilla, Kulu, and it turned out to be coccidia, which is a parasitic infection. It healed up after the second week of antibiotic treatment.
In your case it could be directly related to the diet. I would wait at least three weeks after getting a new chinchilla before trying to switch its pelleted diet. Sometimes it takes that long for them to get used to their new place and for stress levels to go down, which can also cause that.
If the feces ever become liquidy you will need to see a vet that day if possible. Try not to let soft stools occur for more than two weeks without a vet consult otherwise dangerous complications may occur if it is left untreated.
If it turns out to be parasitic and requires treatment (which is unlikely but possible) I recommend this article:
http://www.chinchillaclub.com/forum/index.php/topic,4308.msg32049.html#msg32049