Try this, if your fish is really stubborn, and just wont eat anything besides fish, Get a fish (dead, if he will eat dead), stuff pellets into its mouth. Pack that sucka full of pellets then chuck in the dead fish. Your fish eats dead fish and thus gets the required nutrients it needs. Just an idea, a friend i know used this method while trying to train his oscar to feed on pellets.
Krill , shrimp , frozen foods like cichlid delight(san fransico foods). They are right , he does need some type of staple food. You might have luck with Massivore.
I feed my Jag 3 kinds of Hikari Cichlid pellets. He won't take anything that sinks except earthworms. Kind of ticks me off too. The other fish in the tank will take massivore and frozen shrimp right in front of him but he won't touch the stuff. But I think his favorite food has to be live crickets. He scarfs them down like no tomorrow.
maybe he wants a lil salt in the water...he is a big fella try a handful of natural salt prediluted in a bucket...add it in over a dripper on a few hours and see what happens.