I've heard this more than a few times, actually.
IME with mandies is they LOVE live black worms (be careful and feed a little at a time because they die quickly in SW). They'll also eat enriched live Artemia.
What you need to do is get the fish fattened-up some (they lose weight quickly), and then try re-weaning it onto frozen. The best way to do it is thaw some mysis in a little SW, rinse it in a net, put it into a little more SW (this makes it sink easier). Then you get a piece of rigid 1" UGF thinwall tubing long enuff to reach the tank bottom, then slowly pour the mysis into a little pile on the substrate. Add a few live treats right in that spot (worms are great for this), and hopefully the mandy will eat some mysis too. Once they do this a few times, they'll recognize the mysis as food (if all goes as planned).
HTH