Some good suggestions. Try getting a live and leaving him O/N with the pinky in a deli cup. Put him in there before you go to bed and don't check on him until the next morning. You can also try a f/t and slit the head open; this helps sometimes (some will do it with a live, but that's too gruesome for me!).

Another thing that has worked very well for me is the "tuna juice" trick. Get a can of tuna and drain out all the liquid into another cup. Dip the pinky (either f/t or live depending on what you're trying) into the cup of "tuna juice" and try offering that in a deli cup over night.