Is the Lionfish large enough to eat "Silversides" yet ? I had occasions where I had to use a needle and thread, punctured through the tail section of the feeder. Then I'd "go fishin'..."
I'll assume, (hope), this isn't a Volitan Lion ? 'Cause when it starts eatin', the Wrasse and Clowns will start dissapearin'...
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Perhaps try feeding in the dark or with very moderate lighting. It can be tough to get many species to accept prepared foods amidst competition with others.
If it's small enough where Mysis is the food of choice, perhaps an acrylic tube attached to a syringe or a turkey baster and direct the food near to it's hiding spot. Lionfish can eat foods, and fish, much larger than one thinks. Trust me, I know ! I often fed Krill to smaller Lions.
Good luck !