Bettas are picky. You need to not give them blood worms, since they don't have enough nutrients to sustain a healthy fish. As cody said, they are treats. 1-2 times a week.
With the pellets, either they are to big *my fishes problems. try to get mini pellets, or crush them first.*, your fish is picky *if you keep feeding the pellets rather than blood worms, they will come around and eat the pellets eventually*, or your fish is still in its adjustment period *if this is the case, it will take a week or two before he is hungry*.
Good luck and welcome to the forum!