Give him some time. As long as he's healthy, he'll eventually eat. It might take days or even a week or more. The foods you have tried are all fine- in fact they're probably better for the puffer than 'real' shrimp because they appear more like what they would encounter in the wild. One more thing you can try are raw clams on the half shell. They sell them frozen at the lfs
or in the supermarket. You could also just buy live clams and open them yourself. You would just throw them into the tank, and the fish will remove it from the shell.