How big is your tank? At over 75G or so with no other major pod eaters it should be fine indefinitely. In the short term, if you train it onto prepared foods, it can still work out fine.
My method has been to confine them to a mesh breeder box and feed some frozen twice a day, removing the old stuff before the next feeding. They usually start eating some within a week and will eat when fed within two, and if it's not already emaciated, it should be able to last that long.
To help things along and help it settle in, you could add a few amphipods to the box from a sump or the like, and while I think it's less common to get them eating pellets, trying a few out could speed the process if they already recognized them.
Artemia nauplii are a good temporary food source in a pinch, with decent eggs you can hatch in less than 24 hours, but while it is easy to do, not having a shrimp hatchery on hand means you've got to wait for shipping or find one elsewhere. Some LFSs have live copepods for sale and those could work, but mandarins will accept live bloodworms (or similar) too - just not sure whether they'll go after them quickly, and the saltwater probably kills them fairly quickly.
