If he only likes to eat living food than try giving him Guppies. Goldfish have high mercury and will eventually cause your Oscar to get Hole In The Head disease.
Sorry for the off topic.
Yes guppies are much better, plus you can breed guppies easily so you now they're healthy and they're tropical fish. Goldfish aren't a good diet because they're cold water fish and have more fat which is unhealthy for your Oscar, they also contain almost no nutritional benefit. Either way try to get him to eat at least some pellets, if he eats out of your hand try using cichlid sticks and move it around the surface to make him think it's alive. Oscars are a decade or longer commitment and just like kids you shouldn't let them eat junk food all the time because it's they're favorite food.
A good example is with parrots, so many people think parrots should eat seeds as they're main diet when that actually causes severe problems such a kidney failure, liver disease, heart attacks, obesity, organ failure, and vitamin deficiency's.
Sorry if this sounds over bearing, I just want to give you the facts. And don't feel bad about it, so many people do this and even store employees will insist that Oscars need feeder goldfish. A few people on this forum have Oscars and could probably give you some good advice for getting him to eat other foods.
