If he hasn’t eaten pellets with any regularity before (maybe he was getting live or just mealworms etc) then you’ll have to pellet train him. Some fish more stubborn than others.
Don’t offer him anything else until he’s taking them / looking forward to them. If you offer him something else in the meantime you’ll just be starting over. Obviously quality pellets are most consistent source of nutrition and should be the staple of his diet.