I pretty much started with a crate in the pen, until he started climbing on the crate trying to jump out or chewing the crate into pieces. So I took it out and had a pee pad and toys in there. Eventually I took the pad out and he never soils it because the whole thing is like his den. I tell him "go to your room" and he will go and lay down.
I think you're doing ok. Just takes a little time. I would say "go to your room" (or whatever command) and hold the treat over the pen and make him wait a few seconds then give him the treat. Did this over and over for about a week and he has no problems.
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