From the few sites I just visited it might take awhile to train him to eat frozen food. One suggested putting in a bit of frozen food in with the live food. But since you have other fish in the tank they will probably gobble everything up before he decides to try to eat. Another one was to feed it right after the lights go out, to me that seems like a bad idea unless you have a good CUC. Then there was put some food in the current so as it sweeps by the fish it makes it think it is alive.
You might want to try a combination of both putting food in the current and right after the lights go out. They eat from dusk until dawn,
When I was researching what to put in my corner tank I thought of a fuzzy lionfish and changed my mind after reading this The Lionfish Info Sheet: Captive Care and Home Husbandry by Frank Marini, Ph.D. - Reefkeeping.com
I knew I probably wouldn't be able to take proper care of one. Yet everytime I see one for sale I get the urge to buy it.