I've been using Formula One pellets (both carnivor and herbavor pellets). eventually some of them sink to the bottom, but I've never seen him eating them. I'll try dropping some right next to his cave.
Eleyan,

Try soaking some of the pellets in a cup of tank water for a few minutes before you add them to the tank. They should then sink much faster making it easier for your Goby to get to them.

Good luck.

-Ed