As far as hay, the primary hay should be the opposite of what the pellets are, so if the pellets are timothy based, feed alfalfa, if the pellets are alfalfa based (most are) feed timothy. In addition to the primary hay though, any grass hay is good, timothy is just the best balanced hay, but most chins love a variety. Mine get timothy, and a something else, like mountain, meadow, oat, orchard, or whatever I can find at the pet store. They also get alfalfa hay cubes.
Chinchillas don't really need any supplements unless there is a specific problem. The good quality pellets contain the nutrients that they hay may be missing, creating a balanced diet. Some things sold in pets stores like the salt and mineral blocks will actually do more harm then good.
As said though, no treats if your chin is under 6 months, they need all their belly room for good food not treats to grow. For young chins, better "treats" would be unique grass hay or pieces of hay (some chins really like specific parts of the hay like the fluffy bits) or wood chew sticks, both of those things can be given unlimited. Treats, once the chin is old enough really should be kept to a max of one a day, mine get treats a couple times a week, but new chew sticks every day. Some other treat ideas are certain herbs,
Fuzzies Kingdom has a good list. In case you think a single treat is a really small amount, a chinchilla's stomach is only the size of the tip of a pinky finger. So if you compare the size of the treat to the tip of your finger, you should get the idea.
Oh one more thing, I advise going with sticks from one of the vendors on here, pet store bought chew sticks tend to be over priced, old, and so over processed so most chins don't actually like them. You can also get a wider variety of wood types on the vendor sites, along with chin safe toys, treats, and cage stuff.