We're four weeks in and he has only just got that it's bed time and he needs to go to sleep! He still comes out a few times but takes himself back and goes to sleep where as before we were constantly putting him back and he thought it was a game. After two weeks, it got to the point where I was so fed up of going back and fourth with him, I closed all of the doors and the stairgate and just left him to it. The first week of closing the doors (leaving his bedroom door open) he would fall asleep on the landing and we'd go put him in bed, but this week he seems to have grasped going back to bed.
We've just changed our daughters cot to a toddler bed, she's never used the cot. She sees it as a new play area haha. She wants to sleep in it, but when it comes to bed time, she wants to come up with us like she always has done. I'd say it's just going to take time, so persevere with it. Like you say, there's no rush, but you don't want to leave it too long because he might not settle in it when baby is here x