Bettas and live foods are like children and burgers. Once they've tasted the burgers/live food they want them all the time and refuse to eat anyhting else.
With bettas you need to give them the pellets, then remove any uneaten ones. Do not give them any frozen or freeze dried food. Do this every day until he realises he isn't going to get his brine shrimp and he'll have to eat the pellets. It could take anything up to a couple of weeks, but he will eventually eat the pellets rather than starve. After he's been eating pellets for at least 2 weeks, you can give him a treat of brine shrimp but no sooner that a couple of weeks of eating pellets.