You got some really great advice, but I'd like to add my two cents
If the arena is secure, have you tried setting up a nice little feed dish near it? Not so close that he'll go into a blind panic, but close enough so that you know your going to be invading his 'comfort zone'. I would let him loose, or get another person let him loose. Go over to the door and shake the grain bucket, really get his attention. Then poor it with delicious slowness into what he'll be eating out of.
Let him work himself up enough to go over and eat out of the dish (don't use a bucket, you want him to be able to see).
Stand near the door and just talk to him, don't stand close to him at this point as he will spook. Knock on it, move it around a bit, touch it, etc. Keep talking to him, let him spook and run and settle down and come back again.
Keep doing this until he's relatively settled near it, then move the feed dish closer...and closer....and closer.
I have a similar issue with my two Foxtrotter geldings. They have a big trough where they get their hay put in and right next to that
on the other side of the fence, they have their hay covered with a tarp. Every day they get hayed, that tarp gets moved, and they spook like crazy. The first few times they bolted straight out into the pasture before warily coming back. Now, they only spook a few feet away. I haven't been personally working at it, but it should only be a while longer (they get fed once a day) and they won't move at all when that tarp rustles!
I DEFINITELY agree with lunging at a trot close to the door as well. Allowing him to push his own limits by tempting with food, and touching, talking, etc. the door should help as well :)