Congrats on your new degu!
There are a lot of older threads with introduction info so check those out first. If you have any more questions, ask
What kinds of nuts are you offering? Degus definitely don't need nuts in their diet so I wouldn't be worried if he doesn't eat them. Maybe try another treat like sugar-free cereal?
As for the dust bath, just keep trying. What type of sand are you using? He'll probably learn from the others but the occasional degu never seems to learn (usually the ones kept alone like your new guy).