It takes some training of the fish, but I have always been able to get my lionfish to eat frozen food. I get them accustomed to eating the food from one specific location. After a while, they grab it as soon as it hits the water. Once they do this, start droping in frozen shrimp or squid and they will eventually suck it down.
It sounds like yours may already eat frozed or dead food. I would call the guy at your LFS to find out because goldfish or guppies tend to be unhealthy for lionfish and they tend not to do as well, in my experience.
