In order for you to get them to eat prepared foods, you have to train them. Once you have them trained it is great. If not, you need an established tank of about a year to sustain them.
You can buy copepods and add them to your tank. Put them in the tank at night when the lights are off and the fish are asleep so they will have a better chance of making it to safety and multiplying. You can also put a very porous piece of live rock in your refugium and pour some of them in with it. They will multiply. After a few weeks, exchange that rock out with a rock from your display tank. Keep alternating and you should have a good colony of them shortly. Mine would only eat copepods. He didn't make it too long...not because there was nothing to eat, but because something bit a small hole in his side and he died a few days later. They are very slow movers and if you have ANY predators, you may not want to get one.
+ on training them. That is not an easy thing as well. If you have another small fish that eats slowly like a mandarin they will learn from that fish. That is how mine learned. Hopefully yours will have a budda belly before you try to train it could take awhile if it will happen at all.
Train them in a smaller tank if you can. I trained mine in a small 10 gal. Eventually he started eating frozen brine shrimp. Once you have made him use to eating the food you want. You can throw him back into the bigger tank. Remember to shut off powerheads when feeding them in bigger tank.
I also bought a female later on and they both paired up quickly and i didn't have to trained her either. She learned it from the male.
Both of my maindrian i bought were skinny to the bone. Now they eat like pigs just like my pair of Picasso clowns.