Yellow Clown Goby Not Eating

[Pier Pressure]

Hi, everyone. I have a yellow clown goby who does not seem to want to try pellet food. This creature does come out and "dance" at feeding time with the other fishes, but I have yet to see him take a pellet. It has been a couple of weeks now, and I am kind of worried because frozen food does not seem to have a lot of nutritional value.

He has a ton of energy but his belly is starting to look sunken. I have seen him try to eat a mysis shrimp the same size as him and he picks small pieces of frozen out of the water column.

Any tricks to get them onto the more nutritional stuff?