I'm sorry you lost yours. I also fell into the trap that they are "easy" and like to graze on algae. After getting him home and watching him for a while I realized this is simply not true and I started digging deeper and sadly you have to dig real deep to get the true story.
They appear to be another microfauna eater, which is not a good thing for me. I'm now trying to research if anyone has been able to train them onto prepared food.
I actually culture my own pods and brine shrimp and feed the tank often with cyclopeeze, but I'm still worried about supporting him when I have a dragonet in the same tank.
I do see him picking at the rocks and sand, I have not seen him eat anything else yet. I'm not sure if he is skinny or not, he's just so tiny in general, but I did just witness him have a sizable bowel movement.
Any advise at all would be appreciated.