as the others have said, it may be a simple case of 'new environment' and if you give him some time, he'll get to the business of eating.
be aware though that generally speaking, "feeder fish" are almost always maintained at your LFS in very overcrowded tanks with poor water quality. they're not fed a nutritious diet, almost always harbour numerous pathogens and parasites and are thus in very poor condition. if you feed these to your healthy fish at home, your fish will contract one or more of these pathogens and parasites. moreover, since these feeders are not fed very well, they contain very little nutritional value for your fish.
i mention this because generally, a fish that won't eat is not a healthy fish and taking in food followed by spitting it back out 'can' be a sign of intestinal parasites. while i would not worry just yet, i would watch your fish carefully for signs of disease .. try and catch any problem as early as you can.
while fish 'can' probably go for two weeks without eating, it's generally not a good idea to starve them this long since it can weaken their immune system and set them up for problems down the road.
the best food for cichlid is a varied diet consisting of various quality pellets manufactured by such as Hikari, OSI and others. freeze dried krill, earthworms obtained from your garden (never from an area treated with pesticides or fertilizers), crickets, grubs and other "live" foods that you find yourself are also good.
