Ideally you like to get lions that are already eating frozen at the store but it's too late for that. I've never fed live to my lions once in my tank, only the frozen krill silversides or grocery store frozen shrimp. I've had it take over two weeks before the guys eventually eat the frozen, (by the way, you let it thaw first, right?) although some would eat it after a few days. If they go 3 weeks could be a problem. In the 20 years I've been keeping them only once did one never eat; he didn't make it. But the other 4 or 5 always started eating no later than 2 weeks, and like I said, one even started eating pellets before accepting the frozen. I know it gets stressful, but I wouldn't be too worried right now. They're so cute!