How old is your turtle? Turtles are known for being picky eaters, requiring alot of patience on your part
Definitely keep offering pellets and try to push veggies, offering them daily (even if your turtle is young, introducing vegetables early will ease the transition later in life when they require less protein). I know it's tempting, but try to limit the amount of "snack foods" you give your turtle. It seems your turtle may just be picky so continue to offer pellets and eventually he will come around!