One of the best ways to get them to change foods is to get them eating out of a bowl. You can use a sinking reptile feeding bowl, or even an actual dinner plate or shallow bowl. Start by feeding what it is willing to eat in the bowl. Once he associates the bowl with food (which won't take long) he will be much more likely to take anything that goes in the bowl.
Don't feed live. Stingrays are prone to getting and having parasites already, no need to increase the rick by offering feeder fish. Stick with frozen food. Blackworms are good short term, but the goal should be to get them on a better diet. The ones we got in at the shop took to New Life Spectrum within a week after taking food from the bowl.
To put food in the bowl I would use an undergravel filter riser tube (the 1" diameter clear tube). They will learn real fast that this tube coming in means food and will start coming over to it before the food even reaches the bottom.