I have the mini pellets, too (they're Tetra Betta mini pellets); but they spit them out most times. Mine prefer crushed flakes: "Omega One Betta Buffet" are the only Betta-specific flake I've seen. I crush them as they go into the tank.
The treat they love is a product called "Betta Dial-A-Treat"; it's a multi-compartment dish covered by a rotating top so you can mix-and -match what you feed them. The contents are dried bloodworms, mysis, and daphnia. They are tiny fragments, but you can crush them even further.