I know that chinchillas are NOT allowed to come in contact with a large amount of water, so how do I bathe them in their dust?
I used to take care of my sisters chinchilla, and I used a small-ish plastic box with the dust inside of it. As to "how", all we really had to do was to let him loose in the vicinity of the said box and he would get down to business, he knew well enough what the dust is for and I don't think I ever had to teach him how to bathe.
Your container must be big enough to accomodate the vigorously rolling chinchilla and to contain the dust that's flying everywhere. It also has to be heavy enough prevent the chinchilla from flipping it over. You don't need a lot of dust, just enough to make a layer. You can reuse the same dust more than once, just make sure to pick out any kind of debris that ends up in it.