Is my chinchillas behavior normal?

I got a chinchilla about 4 days ago and have woked with him several times a day to get him used to me and the new environment. He is only 2 years old and does not like to be handled but does like to be pet. I've had him out to run around twice, each time he will run across my legs and up on my chest and allow me to pet him but runs away any time I try to pick him up. Today he is acting a little dfferent and hasn't had any interest in coming out of his cage, has had 2 episodes where he made a heaving sound (sounded like a cat coughing up a hairball), Is this normal? I'm starting to feel like he'll never bond with me.. Any opinions are welcome!