I have had two leopards that have been slightly problematic when first introduced, my M. meleagris and M. kuiteri.
I always make sure my wrasse are feeding when in the LFS and are looking healthy before I bring them home.
On first introduction I tend to feed frozen mysis shrimp. I know the major importer, where I get my fish from via LFS feeds frozen mysis so hopefully they are used to this. With my M. kuiteri this did not work so I tried other things. My go to food if things are difficult is fish eggs. All of my wrasse have taken these without problem. I then mix the fish eggs with frozen mysis and slowly go back to my normal feeding regime. As with many things I believe stress plays a major part in the way my little wrasse settle into my reef.
Normal feeding regime:
fish eggs, frozen brine shrimp, frozen mysis, Ocean nutrition flakes and pellets. Any type of live food.
My fish are fed small amounts at least three times a day and I have a healthy population of pods in the rock, sand and sump. If I am away for a few days they are able to snack away on these if no one can feed them.