People have said it mostly already, but my advice:
They eat from mid-water, so something that stays suspended for a little bit is good. They tend to ignore small sized foods (copepods) and go for larger, meatier foods (frozen is best). They will take some pellets, but generally not large ones, I've had some luck with TDO B2 for adults, but most things larger they will "eat" and then immediately spit out. They will go for live foods of most types, even some smaller ones. Mine like frozen mysis, bloodworms, brine, and chopped blends (LRS nano reef frenzy has been my choice). They've snubbed PE calanus and SF Bay fish eggs. They also get more interested in a food if it gets into the flow of the tank - I think the movement makes it more enticing.
Also, if it looks like its mouth is full (and especially if it has a mate), it could just have eggs in its mouth, in which case it probably won't eat for three weeks while the eggs mature and the babies are released.