Oh, yes...Oscars can be big babies!! Mine is funny as heck, I've had him lay flat on the bottom and the top, he has swam sideways, he has food come out of his gills, he spits things back out, he gets very mad at me when I clean his tank, but he lets me pet him and he takes food from my hand.
As far as the pellets, well...he didn't want them at first either, now this may sound mean, but I didn't feed him anything else for like 3 days, now he gobbles them up as soon as they hit the water. Have you tried the sticks yet? Mine really seems to like them!
As for veggies, mine gets...LOVES zuccinni squash, peas, spinach, didn't care for lettuce, or celery..but did eat carrots too. All blanched.
Good luck, he will come around but as others have said...he is an Oscar, they are very funny fish!!