do you have a local fish store that sells feeder shrimp? Saltwater feeder shrimp are the best, but freshwater will do in a pinch. I've noticed that horses feeding responses really pick up when they see live shrimp in the tank. Mine even eat the live feeder shrimp from my hand -- I hold on to the shrimp head and let the tail flip back and forth (sounds macabre if you think about it).
If all your LFS has is freshwater shrimp, put them in a 1g container and drip saltwater into the container over an hour or two. They can survive saline conditions, and the drip will help them live longer when you add them to the display for food. Ask your LFS to choose smaller shrimp if you are afraid the seahorses can't eat it, but I'll warn you -- you'll be surprised at the size of the shrimp your horses can actually eat.
Finally, ssaunders, consider a feeding station. A finicky eater will observe the non-finicky eater at the station, and may realize the food bowl is a great place to grab a snack.
And after all this, here's my report: all three horses are doing fine, Jiaolong the dragonface pipefish is alive and healthy, female mandarin and red firefish are fat&happy. I had a mystery death in the tank 2 weeks ago....there was a lyretail anthias in the tank that I'd been meaning to get out for months (he was a pig and a seahorse stress factor) but of course I didn't want him to DIE! Found him under a rock one morning, the blue-leg hermits and nass. snails had already taken most of him down to the skeleton. All water params were in range, temp was fine, pH and salin were all spot on. He just...died. Weird.