I can hardly ever give mine shrimp or krill or anything like that. If I do, that's all he'll want and begs for it like crazy, turning his nose up to everything else.

I stick to the jello shots, greens, and pellets generally because he just seems to get spoiled so quickly.
So maybe just try the pellets for a few days and then the jello shots, cutting out the shrimp. I know it seems mean, but at least they will be eating what's best for him.