Most everyone seems to agree frozen pinkies (chopped up to bite size for the little guys) are the best nutritionally but it may take a while to convince him of that. Earthworms are also popular, along with silversliders. Seems many think it is best to go light on the fish filet (salmon/tilapia/trout) when they are babies though.

If he has only eaten LIVE fish then getting him to try other stuff may be tricky. Guppies are a live fish that is safe, he may take to active squirmy worms quickly too. If you have access to earthworms (like in the yard, pale pink worms not red ones) try those and see what his reaction is, if he likes them you can mix them with pinky parts and go from there.