If they're eating bloodworms then just add crushed pellets to the bloodworms you are feeding. Only feed a small amount at at time and always feed them in the same spot of the tank. They will spit them out at first but will eventually recognize them as food. Over time reduce the amount of bloodworms in the mix until you only adding pellets. It takes time and patience and will require a lot of water changes to get the pellet mixture out of the tank but it works.
AKA the gangster method
X2.......... Does not take long at all. Just got my new Xingu and monos pellet trained in 3 days this way