My chin grooms me by nibbling on my fingers or toes, but will sometimes chomp down too hard. I actually tell her no and take my finger away. She has always seemed to understand and is more gentle.
Make sure you don't over-react either, as they can learn from that. I agree with above that if you haven't had him long yet, let him bond with you from within his cage first. He needs to be comfortable in his new surroundings, and it may stress him out to remove him from his cage environment. Sit next to the cage, spend time with him, talk to him, give him the rare/occasional treat. After a few weeks, try the next step by letting him come out of the cage in a chin-proof area. But let him lead how fast the bonding process goes. You'll have more success. Good luck.