I also have Pygmy Sunfish and they only eat small live food. I has some chubs in with them that would eat anything, and everytime I fed flakes, pellets, dried bloodworms, frozen bloodworms etc, they never ate any.
Pygmy sunfish are not true sunfish, so their personality and care is completely different. Unlike true sunfish, which will generally take to prepared foods if started as juveniles, and often even as adults, pygmies rarely will accept anything but live food. I do know some people have had luck getting them on prepared foods, but it's generally with captive bred specimens and often not consistent.