First advice...get another chinchilla! Same sex is usually fine. As far as pellets go, give em time.
Yes...in fact I think rats are the only small animals that don't always chew (even then...some rats will chew like crazy.) Be sure to get lots of chew toys.
He could also not be eating/drinking in front of you which is normal. My chin became attached to me after a good bath. It may be just a preference but I prefer sand over dust.