Hey Matt from the UK. I have had 5 Azul peacock bass about a week. My lfs had also trained them on pellets however they have not eaten yet. Did your fish need to settle in prior to feeding regularly?
They do need time to settle but it's usually only 24-48 hours. Did you see them eating pellets in the store? I have seen some stores say they were pellet fed but find out later they were not. I always have the store show me they will eat pellets before I purchase!