Being weaned has nothing to do with tossing a chunk of food into the tank and having the fish eat it, but rather, the fish's willingness to take non-living foods. We target feed all of our Scorpaeniformes with a modified feeding stick. This way, we're sure the fish is eating, and we can control exactly what and how much they eat (this is especially important if your lion will have tankmates, as some species can suffer from food competition).
Your goal now is to get your lion used to eating a varied diet of SW fish flesh (cod, salmon, tuna, snapper, etc), shell-on raw table shrimp, squid, lobster, silversides, etc. All of these foods are surprisingly inexpensive when purchased in small amounts from your grocer's seafood counter or local fish market. Experiment, try what's on sale and see what your fish likes.
If you feed krill, it needs to be done very sparingly, and only as part of a varied diet as previously described. A diet high in krill has been linked to lockjaw in many predatory species, especially lionfish. Personally, there are so many other good foods out there, we prefer not to use krill at all.
Finally, feeding a single food too long typically results in the lionfish refusing to eat at some point, which is another reason for varying its diet.
We feed 3x a week until the fish have a modest "belly bulge", and remember, lions prefer smaller food items to larger ones.
HTH