Where did you get your chinchillas?
Chinchillas take along time to get friendly if they were not handled at a very young age. Your best bet would be to make a specific time every day that you take them out. And make sure you stick to it, every single day. Chinchillas like a schedule and if you keep this up you will become part of their lives.
The best way in my opinion is to make a room with nothing on the floor. The bathroom is a common choice (with the seat down on the toilet) I perfer the dining room. Put all the chairs up and seal the doors. After that just add some thing for them to jump over, crawl through, and hide in and your good to go. Then put them in and sit with them for about a half an hour. Sitting with them is the key, sit still and let them explore you at their own comfort, don't move just talk gently. It will take a while but they will warm up to you. I would put only a very few toys in at first and a chinchillas natural curiosty will draw them to check you out.
Also, spend as much time sitting next to their cage as possilbe, let them get used to you, your smell, your voice, and the way you usually move. They will of course prefer each others company to yours but they will eventually warm to you.
As for running away when you wish to put them back, mine still do this when playtime is over. They would rather curl up and take a nap in the play area then go back. Like children at the park, exhausted but they still don't want to go home. This is not unusual.
It's a long process but it is worth it. Chinchillas are alot of work and have good memories. Try to let them associate you with fun playtime, yummy treats like applewood chews, and a calming voice.
i hope this helps.