I think new hatched brine is supposed to be pretty good food, from what I have read if you can feed them before the yolk reserves are used up (12 hours??) they are good for fish.
If he will eat the live baby brine, I think the next thing you should try is dead baby brine. That may make it easier for your goby to accept other frozen foods like mysis. I discovered this on accident once, when I had some less than a week old banggai cardinals, I accidentally left the air off the brine hatchery and all the bbs died.
I let the baby banggai get pretty hungry, then I swirled in the dead BBS in the same manner that I always added the live brine. They ate it! After that I slowly started mixing in finely shredded mysis. They ate it all! I had never had banggai even look at dead food before until they were at least several weeks old.
Another good thing to try is if you can get your goby used to having the baby brine deposited next to him through a turkey baster (maybe an eye dropper would be more appropriate given the size of the baby brine and the goby) Or you could suck some up in a piece of rigid airline tubing and use your finger over the end to slowly release it into the area near the goby. I trained a finger dragonette to eat dead food this way, starting with live brine from the turkey baster. He quickly saw the TB as a food delivery device, and would come swimming when I put it in the tank, nipping at the end. I gradually introduced dead adult brine, then mysis, and he began scarfing it all down.