Mysis is the way to go in the long term.
Also, it can take several days (sometimes a week) for fish to become acclimated to a new tank. My clowns, when I got them a year and a half ago, wouldn't eat for several days. Then, they ate flakes for a few days. Then, mysis after that...and they love it. They still eat flakes when offered, so when we're out of town it's easy for our babysitters to feed them. AND, they just started feeding their host bubble tip! Awesome!
I wouldn't worry yet...clowns will eat anything in time, given my experience.