Don't know what you mean by "avoid the treasure rooms", if you mean other levels, yes, you can avoid them. The arrows in between the possible areas at a certain depth point in the opposite direction that the gates rotate. The destinations rotate every 15 minutes (i.e. 7:00, 7:15, 7:30, so on and so forth) on the dot from what I've seen (except in Tier 3 where it seems to be 1/2 hr intervals at times). So from that you can decide whether you'd rather wait for it to change to the arena or just skip it altogether. In the picture you linked, the arena would have been next in the rotation.

Chocolate? I'll assume this is a subtle attempt at trolling. We don't even know if the knights are human XD