I would say another reason he didn't eat off the bat was being moved around. Poor little guy was probably scared senseless, I would try the mysis one or two more times then go for another food. Just give him alittle time to relax.
I have a red dwarf in my predator tank and he wouldn't eat for the first couple days, 3rd day I sprayed some garlic flavor on the mysis and he went to town and haven't had any trouble since.
BTW, very cool looking fish and I am jealous. After he gets used to you, he'll be like another family pet. Mine is very interactive with me.