Old story -- same answer: Use a quarantine process before adding any fish to your display. This is a good article on that:
http://reefkeeping.com/issues/2004-10/sp/feature/index.htm
Brine and bloodworms are the lowest quality of food for this fish.
A fish going off eating is a sign of one or more sources of underlying stress. That stress could have occurred before you acquired the fish, so there may not much you can do. However, if the current conditions are causing the stress, then they have to be eliminated or minimized.
Current stress can be water quality or disease (usually the two top reasons), nutrition (you are in fact not feeding the fish the right foods, see this reference:
http://www.reefcentral.com/forums/showthread.php?s=&threadid=785228 ), tankmate problems, tank space too small, additives/medications you've put in the tank that is slowly affecting the fish, etc.
A few of the above can be eliminated from the list by performing one or two massive (80%+) water changes. Try this first. Offer better nutrition (see above reference) when and if it starts eating. Offer live foods to get it eating anything. Try garlic soaked frozen/pellet omnivore foods to get it to eat. Open up a fresh/living clam from the seafood store and offer it clam on the half-shell (drop opened clam into tank).
Until you can actually see a sign of a disease, infection, or parasite, there isn't much you can do about this. Although, as I began this post, it would have been much better if the fish were alone in a QT at this point in time.
Good luck! :rollface: