Ryan,
I feed scraps of the scallop. Scallop tends to tear fairly easily into strips which I tossed into the water column. Is your Regal eating out of the water column at all? I havent seen many fish that are able to resist PE Mysis if you can get some over there...
When trying the broccoli its important to remember that the fibers of the plant are actually pretty tough and will not be able to be digested unless they are weakend by blanching, ("frying" them briefly on the stove) steaming, and/or freezing. I used to blanch them florets, and then freeze them. I would warm them in the microwave for a few seconds which also weakens the fibers of the florets. Basically, if your fish poops and you can see broccoli florets in the the poop....its not being digested fully.
Your fish might not be interested in the broccoli at all. I've kept two Regals, (the first was a Yellow belly that I lost after a year due my Ritteri anemone wandering into a powerhead), the first went nuts over broccoli right off the bat, but wouldnt touch Nori. The second one is Blue belly that wanted nothing to do with broccoli for the first year, but now eats it happily.
Both of my Regals took about a year to get fully acclimated into the tank and begin eating comfortably and confidantly. I' ve had my current one for almost 3 years now, and she will chase food items down out of the water column and is definately the boss of the tank. However, initially, she was shy and had to "watch" the other fish figure out what "food" was.
The fact that yours is eating mussells is a great start. Most people never even get that far.
Nick