How long ago did you get the fish?
I would try securing some sea weed to the rocks and leaving it in there for a few hours. Try not to watch the tank to much as your presence may be making him uneasy.
This one may be a little more difficult and take a little practice. Take a frozen food like mysid or brine and defrost/drain it. Take a small piece of rock (preferably rather porus or textured) and try to smash the food into the pores of the rock. That way the food is where the fish is used to finding it as if it were pods
in a rock. I know a guy who trained a very unusual fish onto prepaired foods this way. Eventually you won't have to go through this process and they should eat the frozen normally.
If this fish is still very new to the tank it may just not be comfortable yet. My new anthias are the same way right now. The hide in the rock when ever i come over so i have been using a turkey baster to squirt the food down where it gets sucked into the pump and put into the tank that way. This allows me to stay out of eye sight of the fish.