How can I get my chinchilla more comfortable?

I have had a chinchilla for about a little over a year now. His name is sheldon and is a male I got him when he was about 3-6 months old. He has no problem coming up to me letting me pet his head and face when he is in his cage.

However, when he comes out and I let him do his thing he doesn’t like to be picked up or have his body pet. I always leave his cage open when I let him out so he can feel free to go back when he wants. It seems when I try to pick him up or pet his body he bolts for...

How can I get my chinchilla more comfortable?