Chinchilla dust allows your pet to stay clean.  If they were still living in the Andes Mountains, they would have to use volcanic ash to stay clean.  Oils and dirt stay in your pet's coat because of the dust.  The dust then causes the oil and dirt to be released from your pet.  This is the process of how the chinchilla's fur is cleaned. 

A chinchilla's cleanliness relies on regular dust baths.  If they don't have them, they can end up being stressed which can turn into health issues.  They can also suffer from behavioral issues as well.  When it's warm, give your pet a fresh dust bath every other day for about ten minutes.  Their fur will not be matted and greasy.  If their fur stays like that, they can get overheated.  When it's cold, you should dust bath your pet twice a week.  When you're giving them a dust bath, cover the cage with sheets to prevent dust from flying everywhere. 

You can give your chinchilla a dust bath every day if their skin doesn't get dry.  They did it when they were running wild.  This may help them especially if their fur is continuously matted and greasy.  You may want to consult a veterinarian just to be sure.   

It's not good to smoke around your pet.  The second hand smoke is detrimental to your pet's health as it is a human's health.  The tar from the cigarette covers their fur.  The chinchilla would be able to taste the smell because they clean their fur with their mouths.  The tar is ingested in their bodies.  You must give a new chinchilla in your care a wet bath if you find this to be the case for your pet. 

Another idea for the dust bath is to mix Arm & Hammer Baking Soda to the mix.  This helps your pet to smell fresh.  If your pet is urine-sprayed, wipe him with a damp cloth and dry them completely with a towel.  Then you can administer the dust bath.  Usually the chinchilla learns to roll in the dust bath from their parent.  If not, that means that the parent was not throughout in their training of the pet. 

If your pet is sensitive or allergic to dust, you should wipe their nose.  The sensitivity can result from inhaling particles.  You will know this by the chinchilla clearing their nose.  Other symptoms include the eyes watering.  You must beware when you see this happening to your pet.  It could be a sign of pneumonia or an issue with the respiratory system. 

If your pet is not using the dust bath, give him a massage everyday.  Once your pet starts accepting feeling the cleanliness, he'll use the dust bath on his body.  If they still refuse it, it may mean something more serious, like an injury.  You will know this if they don't move around like they normally do or if they can't roll without feeling pain.  They may also refuse it because of the texture of the dust bath.  Some stores carry a heavier texture than others.  If that's the case, check with the pet store to see if they have a lighter texture. 

However you do it, make sure that your pet feels clean and fresh at all times.