I dont have a peacock eel, but I do have a different type of spiny eel. Mine wouldnt eat for almost 2 months when I first got him, I figured he would die before eating but that wasnt the case. Ill tell you What worked for mine, and what I still have to do because of other fish in the tank.
I cleaned out a glass bottle, and then I put a cube of frozen bloodworms in there and let them defrost. I put the bottle at the bottom of the aquarium and left it for a while, it took the eel a little while to figure it out but now he has it down.