It took me about 2 weeks to get it eating tiny pellets. It was real difficult to get it eating them. I literally worked with the fish (I have two) several times a day. I froze pellets to a bleached acro to start. The key was to find healthy and fat specimens. I also spent quite a few bucks buying some acros for food in the beginning. I have found that the majority of specimens offered for sale are already pretty emaciated which makes it impossible for them to survive. They become mal-nutritioned rather quickly.
I still have to feed them several times a day to make sure they are getting enough food. My water params are terrible. I can not keep most SPS in my tank any longer.
There is a lot of good info on keeping them here:
Marine Breeders