It's a matter of proper nutrition, not parasites. Cyprinids (goldfish, rosy reds, any other members of the carp family) not only contain the wrong fatty acids, but also have a high concentration of the enzyme thiaminase, which results in the preds becoming thiamine (vitamine B6) deficient. This eventually leads to CNS disorders which generally present as clamped fins, seizures, anorexia (cessation of feeding), and an early death.
Enriched live ghost shrimp are the best choice until you get the fish weaned, but you can use approprately-sized guppies or mollies (also enriched) for awhile.
A healthy lionfish can easily go a month or so before it begins to lose a lot of body mass, so I wouldn't worry if the fish came to you nice and fat.
Here's a helpful article on feeding/weaning predatory fishes. I strongly recommend you making your self a "stealth stick" as described in the article:
One thing that will make weaning the fish easier is to remember that lionfishes tend to prefer smaller prey items, so keep the fish chunks (salmon is a great food) about the size of the fish's eye. Once you get your fish eating for you, feed it about 4-6 eye-sized food items 3x a week.
Don't forget to use hunger to your advantage...a hungry lionfish is a bold lionfish, and fuzzies are pretty easily weaned in most cases.