One of mine basically went on a hunger strike and lost quite a bit of weight. After much experimentation with environmental changes and different food offerings, I was able to entice her to eat with hornworms, as [MENTION=3989]Elizabeth Freer[/MENTION] wrote above. While feeding her primarily on hornworms, I've also gotten her to eat mealworms kept in a dish, then eventually the occasional turkestan roach, and just last week, she ate a cricket again.
I've just run out of hornworms, and I'm not going to buy any more for a week or so, just so I can see if she's ready to eat the same food the rest of my leo's get each feeding.
Some people have suggested in the past that they get picky when fed too often and that withholding food for a week or so then giving them what you prefer they eat will force them back into eating right.
Todd