I have had one female that wouldn't take anything but live.
After 11 months of trying everything possible to get her to eat f/t I caved and gave her a live.
When I quit breeding rodents a while back I forced my whole collection to switch. I haven't bred in a couple years because of the amount of weight loss many of my big females have had.
I lost a really nice VPI Axanthic male.
So yeah, there are some that refuse to switch and it sucks.
I also gave away several really nice animals to people that have rodent colonies so they could feed live.