You can quarantine your feeder fish for a month or so and proactively treat for disease. You may be better off not offering him live, if he is a picky eater he may develop a habit of only eating live, which is tough to keep up with if you are QTing the fish.
Can you post a picture of your tank? He may just not be comfortable, a smaller fish in a large tank like 250 may feel like a target, also if the tank is bright and doesn't have much cover that may be contributing
Can you post a picture of your tank? He may just not be comfortable, a smaller fish in a large tank like 250 may feel like a target, also if the tank is bright and doesn't have much cover that may be contributing