Rays are really easy to convert. I had my most recent baby marble taking chopped up tilapia the day she went in the tank.
I'd say just throw in the worms and shrimp together and the ray will eventually bite into both at the same time and learn the shrimp is food.
What I did for my baby was feed her a ton of tilapia for a week (3 times a day), then starved her for a day...the next time she was given food, it was a pellet wrapped in tilapia. She bit into both and has been eating pellets ever since.