I wouldn't worry one bit about the fish not eating. If it still hasn't touched food within say a couple of weeks, then you can start to be concerned, but even then, its not uncommon. In fact, its rare for newly introduced fish to eat at all. At one point, my pearl gourami didn't eat for about 2 1/2 weeks, but once fully settled, they will eat.
The fact its not even eating bloodworms definitely says to me, it's still settling in.
Good luck, it will be fine. 8)