Have you tried canned Tuna, chicken, scrambled eggs or egg white, lean ground turkey, or fresh fish fillets? Sardine oil or Anchovy oil is rumored to be helpful for "scenting" new foods or just plain giving him a dish of a mixture of everything I mentioned scented w/ Betta slime or pre-frozen Betta chopped and mixed into the other foods?
Aside from the obvious choices - crickets, waxworms, Hornworms, Dubia roaches, earthworms - sometimes offering foods not regularly on the menu yield good results. Even high-quality dog foods are used by some Monitor breeders and if that doesn't work, you can always try good ol' fashioned pinky or fuzzy mice or rat-pups