I finally get my lion fish to eat dry shrimp after many months, now even eat mysis cude I thrown in for other fishes
you can try this method, it works for me so hope it works for you too.
I discovered this method accidentally when I fed it live shrimp, to cut story short, here's how
use few live shrimp together with few dead shrimp, it might not eat the dead one first few times, best is starving it for 2 days and dump the live and dead shrimp one shot, once it ate the dead one the next time is a lot easier, feed this way for few days, then use dried shrimps instead of dead shrimp, if it eat the dried shrimp then is a success!
give it a try, I almost going to sell the lion fish because of it "high maintenance" (another tank, pump to keep the live shrimps, time & $ to buy shrimps every 4 to 5 days)