One thing that people don't realize because I hardly ever see it in aquarium literature, only in scientific journals, adult queens are obligate sponge eaters in the wild with as much as 95% of their diet being sponges. If you start them off young and they never switch to sponge they are fine, but if you get a bigger one that is only eating sponges it can be very hard to get them to recognize aquarium foods. Give it time, sometimes they see other fish eating and if they are hungry enough they will try foods, once they recognize it they should begin to eat better and better with time. Another thing to try is the angel formulas with sponge in them, again once they are feeding they will often switch to mysis and pellets or what ever else you feed, it is just getting to start that can be tricky.
Good luck.