It's not really that as much as it's just not a proper balance of nutrients. Granted, many fish survive in the wild just eating other fish, or whatever else they can get ahold of, but since we are taking care of them it's good to give them the best possible.
If you must feed a fish live, then it's a good idea to gut load the feeders with a high quality pellet or flake so that it transfers to the fish that is eating them.
With that, I suggest switching to a high quality pellet diet. My EBJD would not eat prepared food for weeks after I got him, but eventually he came around.
The first thing I did was cut out the live foods completely. He readily eats thawed frozen bloodworms, so I switched to those and fed them once every 2 or 3 days. On the days in between I offered pellets, and I put them in a conspicuous place so that I could see if they had been messed with at all. Eventually I noticed the pellets were being eaten so I cut back the bloodworms to once a week, and then completely out of the diet.
Now for really picky fish (JD's aren't really known for this), I have managed to convert a wild caught adult grass pickerel to pellets. Pickerel are notorious for being a live food-only type fish since they are predators and stalk their prey.
This is what I did. I gave feeder fish about an inch long give or take, but only one at a time, and only every couple of days. He got to the point to where he would hit them as soon as they went into the water. He would hit them right at the surface as they came in because he knew I was there to feed, so he'd be right at the top waiting.
At that point, I took some of Ken's 5 stick blend (you could use any prepared food here, but the sticks best resembled the feeder fish in size and shape), and I'd drop them in one at a time just like I did with the feeders.
From that point on he would eat prepared foods, but I still had to feed in that manner to get him to do it.
A JD is opportunistic and will scavenge the bottom if it is hungry enough, so the first thing I'd do with a picky one of those is just cut back feeding to every other day, or every third day, and keep serving up pellets in the between time, as I mentioned in the beginning part of this reply.
Best of luck.