This is an old post, but since my main hobby/profession is koi, I can point you in some direction hopefully...
Koi can be aggressive with food. Train them to feed at one spot of the pond/tank. If you find that this koi is not eating much, you can try throwing extra food in the tank and hope it eats it, or you could separate the particular fish, and feed it separate so that it doesn't have to worry about the other fish. Koi, especially smaller koi get spooked easily with shadows, noises, etc... Have you ever tried throwing food in the tank from a distance so that they can not see you? He simply could be scared.
Do not automatically assume that it's parasites. Do you see any stringy white feces looking strands in the pond? That's the first sign of internal parasites.
What are you feeding them? The brand.. How often?
What are your water parameters? PH, ammonia, nitrate, nitrite, kh, gh, temp...