I had the same problem when I first got my dwarf puffers. They were fed live brine shrimp at the LFS
, so getting them to take other foods was a challenge.
What I did was feed them some brine shrimp, but I kept putting in frozen bloodworms at the same time. After a few times, one of the DP's started to eat the frozen bloodworms. I was never able to get my second DP to eat frozen bloodworms though. I orded some grindal worms off of the net and started a grindal worm culture. Both of the DP's love the live grindal worms, actually, all of my fish love them! The grindal worms are easy to maintain (you just feed them grain baby cereal) and are a very convenient live food.
Just keep feeding the new food while you feed some brine shrimp, hopefully they'll learn to take some frozen bloodworms.