Have you tried some different flavors? Green, red, brown algae? Also, try attaching some to a piece of rock with a ruuber band. That way as he is picking along the rock, he may nibble the sheet and realize it is food. Then you can transition to the clip if that is more convenient (doesn't get your hands as wet).
I wouldn't be too concerned, most fish expand the scope and volume of what they will eat as they get more settled in.