awww yours sound just like mine!
Once I had to keep my boys in a smaller cage with a clear plastic lid and they kept jumping into the lid too
it was cute but I felt bad too.
My girls ALWAYS tip their wheel over (ours can't fall apart though, if it could, I'm sure it would!), eventually i just started tying the wheel up or hanging it and they still tug on it!
All of the toys I get them they shred too, and they ALWAYS pile their bedding up in the middle! They always try to dig in the corners of their cages (pushing the bedding in the middle) so I got them a digging pit and now they don't dig in their cage anymore
Mine always jump out when I open their doors too, they just want to explore
They always run to the entertainment center too, especially my chinchilla so I always have the back blocked off with cardboard.
Degus can be very hyper and the best thing you can do is understand that they just like to have fun
It might be annoying to have to keep fixing the wheel or catching escapees but you just have to understand their actions and just giggle at them when they do naughty things
They're awesome pets and their madness is what attracted my husband and I to them
Soon you'll get used to them and they'll settle a little and you'll fall in love and you won't care what they do