I had a black lion fish and I loved it so much. Unfortunatly it died because I did not pay attention to my ph. Anyway when I first got it I had a difficult time trying to feed it. They only like live food so it is hard to get them acclimated to a new tank. So what I did was I tied some food to a long piece of thread and I would move the food around like it was alive, after 2 days of doing it the lionfish finally went for it and after that I never had a problem feeding him frozen food. I used to feed it krills and I forget the name of the other food but it is a long silver fish it looks like minos.
Well good luck and be patient.