Agreed, Mine had a issue with the Dianchi.....It's a coated Pellet, and harder, after a few days of offering 75/25 of the Harder Dianchi.......Now they go for it right away...
You use the same foods I do for converting fish. What I suggest is you mix the pellet of your choice with the pellets they eat, hopefully they take both in. Or you could try soaking the hard pellets for awhile, one reason I think the softer pellets are prefered is because...well...they're soft.
I feed my Oscars every morning and every night, They are picky too, but the are greedy, they don't want the other ones to get the only pellet, so I only put one pellet in at a time. It works great for me. I have only ever skipped one feeding when they got too picky, and it made for a feeding frenzy at dinner time.