Every hamster is different. Some hamsters are food oriented and some aren't. My hybrid is not interested in food as much, she prefers play time. So try to make a small play pen (may be in a cardboard box or dry bath) and see if he's more interested in that.
When I was training, I took mine out for very short bursts and every time my hammy came back to me, I'd pick them up and take them back to their cage. That way they learn if they want to go back, all they have to do is come back to me