I have found that mine go and hide in a particular cave when I feed the rest of the fish.
I feed the clowns, Bangaii, Flasher Wrasse and Royal Gramma first, (my blennie and goby just chill out at the back anyway) then squirt some food at my pair of blood shrimp (away from the Mandarin cave), and then use an extra long pipette to squirt some food into the cave. The Mandarins are now waiting for it every night. They seem to know now that everything else gets fed, then I feed them, they also know that I will keep my eye on the blood shrimp pair and will squirt more food at them if they go to go anywhere near the Mandarin cave.
It has worked out very well.
I would encourage you to keep trying, not only is it good for the Mandarins to take the extra food, it does give one a certain sense of achievement that you have managed to get a fish renowned for not eating, to eat frozen. I am working on pellet food next.