It takes some time to get them used to pellets. My adults get a rotation of Crickets, Pellets, and Greens regularly. I feed crickets every other day and feed either greens or moisted Repcal pellets on the opposite day. It took some time for them to get a taste for them, but now most of my dragons run over the food dish when I put the pellets in.
Don't try to switch an animal that is not very fat and healthy. What I did is a form of force feeding the pellets, I only feed pellets on Pellet day to the adults. After a while they know that is all they get today so they had better eat them.
Babies are a different story, I offer moistened Juvenile Repcal bearded dragon food in the morning and they can nibble on them throught the day when they get hungry again after their cricket breakfast. I give either greens or pellets daily to supplement the crickts they love to eat. If you start this process young by the time they are adults they should be freely eating the moistened repcal. I soak the repcal in warm water for a few minutes, just cover the pellets with water, if you put in too much water they turn into mush.
Anyway good luck with the pellets! Call or email if you need more help, or of course you can post here 
Regards,
Jason Couch
509-985-6510
jason@beardeddragons.biz
www.beardeddragons.biz