Generally when I first bring a fish home, they do the taking food and spitting it out thing for the first couple of days before they finally eat. Sometimes they even take a little longer if I end up picking one thats a little more stressed and tattered and not in the best health.
I just keep offering them the pellets until they eat, which they always do eventually, and scoop out uneaten food when it looks like they've lost interest in trying to eat it. ;)
As suggested, you could certainly try crushing the pellets to see if that'll help him a little, or just try to pick out smaller pellets if you want...he should eat eventually though ;)
Also, no need for that third feeding....a couple of pellets twice a day is plenty ;)