Hey well i'd stop chasing him right away because any progress you make with treats will be wasted by chasing as that breaks the trust. The key is to be gentle and patient and first get him used to your hands and more comfortable with being stroked etc.
I've always found it easiest to tame nervous gerbils by sitting on a couch with them and letting them run around and they naturally run over your hands and climb your arms and become more used to you that way.
Best thing is to never grab the gerbil or close your hand around the body, its less stressful for them if you just let them walk palm to palm over and over a few times and then put them back in the tank with a treat so they have a positive association, then repeat a good few times until the gerbil comes running to your hands instead of away from them. Good luck
