Chain alignment on jockey wheel Going over the lower jockey wheel (see first picture), my chain rubs against the inboard side of the cage and sometimes snags.  It is a brand new derailleur (Shimano Acera M360) and a new derailleur hanger.  I've tried adjusting the cable tension, the limit screws, and the B screw, but none of those seems to affect it.
I've also noticed that the chain twists a bit between the front chain ring and the rear derailleur (2nd photo), but I'm not sure if the two are related.  Any suggestions are appreciated.

Chain against the left (inner) side of the cage.

Chain twisting between the front chainring and rear jockey wheel.
Check the derailleur hanger alignment, and that the derailleur is mounted properly without the bolt being cross-threaded.
You can check the derailleur alignment by eye. Pick up the back of the back of the bike and look down the line of the top run of the chain. (This can also be done with the bike upside down).
The derailleur cage should look like it is parallel to the chainrings. Often the bottom end of the cage can get pushed inward.
If the hanger is bent a bike store can re-align it for you with a special tool.