I would suggest staying away from the frozen blood worms unless you want a lot more work in keeping him clean. That is one of the messiest foods out there for him, and there is no need to use it. Frozen brine shrimp would be the better treat, and just as healthy, not as messy. Always thaw frozen foods in a cup of tank water for at least 15 minutes before offering it to your fish, and strain it through a net so as not to put that cup water into your tank.
If he's taking the pellets, there should be no need to change his diet. If you can get him up to about 5 - 6 pellets every other day he should thrive. I agree that the Hikari BioGold is one of the best betta pellets on the market.