treats for the picky eater?

I have concluded that my hedgehog will not eat meal worms. He won't even look at them. I tried every way I could think of like putting in his food, putting it on a spoon with some food and trying to feed it to him, and simply by hand holding it by his nose. He wouldn't consider trying them.
I tried a banana piece the other day and he didn't seem very interested in it either.
What kind of food should I try to give him?