I would not stop giving hay. Although pellets have hay in them, so they are getting some fiber that way (but not as much as straight hay or even pellets and hay, pellets for example have up to 18-23% crude fiber depending on the pellets, vs timothy hay that has up to 32%), but it's finely chopped/ground up hay so it's not as good for tooth wear. Feeding hay in addition to pellets adds extra fiber into the diet, if the chin is not getting enough fiber that can lead to digestive problems. Again I'm sure the hay in the treats is finely chopped up so again no good for tooth wear, but also things like cranberries and carrots are not good for chins at all. Both cranberries and carrots are high in sugar, chins can't process sugars very well so it can lead to issues like seizures (from the rise and drop in blood sugar) and gut issues, as well as long term can cause issues like diabetes, tooth decay, obesity, and organ failure. I know the treats are probably marketed towards chins, but unfortunately most pet supply companies and even some vets just lump chins in with other rodents in general, or with "similar" animals like guinea pigs and rabbits, which require a different diet. A chins diet should be a good quality pellet only food (Oxbow Essentials, Mazuri, and Science Selective are the recommended chinchilla foods), timothy hay (or at least grass hay), and water. They can have some treats but it's best to stick with safe herbs and flowers, no fruits, vegetables, seeds, nuts, sugars, or animal products.
Even if you gave them additional fiber, chins also need long strand hay for proper tooth wear, they simply don't chew on pellets long enough to wear their teeth down enough. Chew toys only help wear down the front teeth, they don't chew on toys with their molars, and in chins all 20 of their teeth grow throughout their life. Have you tried different types of hay? Not only different grasses like orchard and meadow, but also different brands? Although timothy hay should be the primary hay other grass hay can be given daily as well. The quality of the hay can vary a lot from brand to brand, harvest to harvest, and even from bale to bale of the same harvest depending on the growing conditions in different parts of the field. For hay brand doesn't matter like it does for pellets, so I just get what looks and smells the best.
If the not eating hay was something sudden and you have tried other hay it might be worth getting a vet check. It's not uncommon for there to be something wrong with the teeth causing them to no be able to grind down hay but still be able to chew pellets well enough.