You starve him till he takes the pellet. Then you feed him nothing but pellet for a while... Oscars are the puppies of the Aquarium World. Their stubborness can be corrected with food. Just do yourself a favor, once you have him on pellets don't teach him to jump for them. I've seen too many "OMG! I FOUND MY FISH ON THE FLOOR" Threads.
Mike
I would never want to teach him how to jump for food, I've done that with my old flowerhorn and heard him slapping on the floor way to many times. But I will attempt to starve him from today till wed and see and if that doesn't work then till Friday.