When I first got my LMB, he cleaned out the hair algae in my tank, right quick. Then, he started in on my marcoalgaes, but didn't really eat any of them.
I tried to get him to eat seaweed sheets, mysis shrimp (tried one, spit it right back out), flake. Nothing was working, and he kept having a shrunken stomach.
Finally, one day he just started eating flake food (about week and a half after having him). I guess he finally got hungry enough, or saw the other fish eating it and decided he could eat it.
I got some pellets made of kelp and krill, and he took to those quick. I think the whole reason why he did that though, is that is what the LFS was feeding him.
My LMB still picks at my marcoalgaes pretty consistently, but he eats flake and pellets also.
I would just keep trying foods, maybe talk to the LFS where you got yours to see what they were feeding him.
Good luck, my LMB is a pretty personable fish, glad to have him in my tank.