Not in my experience. I've kept them in deli cups and cages up to about 20 gal. and 95% eat no problem. There's always a few that a problems and some that just go off feed for a while. My little spotted guy went about 4 months over the winter without eating even though he was kept on heat, or had it available, the whole time.
They're robust little guys. He may be entering a shed cycle if he's been eating a lot or he may just have the urge to wander.
Pics would help.