Whatever you do, don't rope the mule. He will remember and not trust you again. Mules and donkeys have a different way of responding to the world than horses do so your training methods must change if you want success with them. You must earn and keep their trust. Mules in particular are very suspicious until you have proven yourself a suitable and safe leader. They can't be intimidated into things the way horses can be if you expect good results.
This mule may have been used for roping practice, in which case it will be difficult to recover his confidence, but probably not impossible if you are dedicated.
Start by reading up on clicker training, which is very useful for training mules and donkeys. Don't assume you know how to do clicker training unless you have a good grasp of the psychological theory and are willing to follow the guidelines closely, or you will wish you never started on it.
Once you have done basic target training with your mule in the stall, start leading him around in the stall with the target. When he is good at that, advance to having him face you on command when you are in the stall. When he gets that down, get him to come to you on command while still in the stall. Be satisfied with the slightest try at first, building to having him follow you around while you are in the stall. When he has that down take him to a round pen with a longe line, and repeat the following exercise without using the rope. The rope is there for a fail safe in case he reverts to old behavior of running away. Ditch the rope as soon as he has the following exercise down in the round pen. When he is solid, take him to an arena with a rope and repeat. Whatever you do, don't try to force him to follow you with the rope. Just use it to keep from getting kicked. When mules kick they don't generally miss unless they want to just warn you, and they will wait for an opportunity to prove their point when you are not expecting it. When the mule is solidly and regularly following you around calmly and willingly in the arena on command, then advance to a small pasture with the rope and repeat. You want him to enjoy the experience on your terms without mugging you ever.
Once you get your mule coming to you on command in pasture and you move on to riding or driving, whenever you bring him back to a barn after a workout make him stand tied for a couple of hours so that he gets good and bored. You don't want him looking forward to coming home, but you don't want to make him hate it either. While you are on your workout be sure to give the mule a treat for good behavior at every opportunity, and don't even think about doing endless circles or other boring stuff that horses love and mules hate. Once or twice is enough for a mule, and then move on. Keep your workouts challenging. Be a leader with your mule but don't micromanage like you might with a dressage horse. Give kudos at every opportunity and be your mule's cheerleader rather than slave master. Your mule will make you a much better, more sensitive and humane trainer if you let him.