Hi. Not a very balanced diet for them. And depending on how much they're getting at a feeding, you might be feeding them too much...
It may take a little while for your hatchlings to get interested in greens, but it's good to offer them. If you can, you might get some anacharis (an aquatic plant that's sold in fish stores in states where it's legal) and leave a strand or two in the tank for them to nibble on.
What brand of pellets did you buy? Most of the hatchlings I've had have readily taken to Reptomin Baby, and if you aren't using this, I'd give it a try. It has a bit more calcium that regular Reptomin and the smaller size makes it easy to eat.
Since your babies now expect bloodworm and shrimp, you're going to have to stop offering those treats and offer the pellets instead. They likely don't recognize the pellets as food. When they get hungry enough, they'll eat them. You could try to make them more attractive by making them smell more. Some people dip them in water from tuna juice to get the scent of the tuna on them. Don't let them get mushy if you try this. When they get used to eating pellets you can occasionally give them a small amount of the other stuff.
Hatchlings usually aren't interested in cuttlebone per se. You could put some very small, thin pieces in the tank once in a while and see if the size and the newness of them make them more attractive.
Were the crickets live? If so, I'm surprised they weren't interested in them, although the first time I gave live crickets to mine, some of the crickets crawled on their shells and rode around the tank on them.

Hatchlings like foods that move. You also could try pieces of earthworm, which is good as part of the diet.
Make sure they have a basking area and proper lighting to bask under.
"You become responsible, forever, for what you have tamed." -Antoine de Saint Exupery-