If you don't feed him his greens, he will dehydrate from lack of water and die. Getting him to eat his greens is the best thing you can do for him. It's a battle of wills and there's no reason you should lose. They are still wild animals and are programmed to survive. The longer you give in and give him junk food, the harder it will be to get him back onto his greens again.
Try crumbling up the cornflakes until they are almost a powder and sprinkle it onto his greens. If you soak the greens in water first the cornflakes will stick to them better. That way, he can't just pick away at the cornflakes and will be forced to eat greens as well. Once he can tolerate his greens again, you'll find that he'll be more accepting of them and you will succeed in weaning him from the junk food.
Hope this helps
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1 Mali Uromastyx named Ra