How often should you chang a chinchillas dust bath?

It depends.

Large cages once every week, unless there are more than one hamster, then every other day.

Small cages every other day, and there should only be one hamster in a small cage.

If the hamster is in mating season you might want to clean them out more often, as the smell is worse and they urinate more.

Also, bigger hamster will urinate more, keep that in mind. :)