Henry seems to have bonded with me, we had a very long interaction tonight. Fixing up the wheel actually added progress, he seems to understand I was helping. He's very intelligent.
He sat on my hand for treats, and stayed long after he was done. He also dumped a bit of his pouched food onto my hand. I'm guessing it was either a gift or "I trust this is safe" sort of deal. He wasn't reshuffling it to fit more in, nor did he flee.
We spent a good bit just relaxing and I chatted with him, he made a few noises. I've never had a hamster hang around and on my hand for so long, a good 15 unbroken minutes.
After I pulled it out, he just sat there in his sand bath for a while and enjoyed my company. Once in a while he would pull out a snack, and near the end he also showed me I need to remove some of the larger grains. He dug and made sure I saw the part he liked. He would look back at me, then roll & dig again.
I think he is going to be ready for his first out of bin time this weekend. I also need to try and detect one pee spot that I can't seem to find. Mild odor coming from his main burrow system.