Some bettas are just like that. Hopefully he'll come around to the pellets. Have you tried fasting him for a day or two and then feeding him the pellets?
Merlin's just finicky, he didn't even like his bloodworm treats at first lol.
"Animals are reliable, many full of love, true in their affections, predictable in their actions, grateful and loyal." ~Alfred A. Montapert
My Bettas: Dude-Male Salamander HMPK & Molly-Female Marble HM
My Goldfish: Rory
S.I.P. Beta-Blue & Black CT//Dragoon-Dark Copper DSPK//Merlin-Red VT