How long have you had them? If they are new, try feeing them cyclopese to start. They may just not open up very well but as long as you see a little but of polyp opening you can try presenting it with mysis.
I've been nursing a colony and this is a picture of it accepting food the third day I had them. The first couple of days, they didn't open up at all and just looked like orange skeleton so I covered it in cyclopese for about a half hour twice a day the first couple of days until I got it to accept shrimp. Here's a shot of it eating mysis for the first time. Just be patient and keep at it until it gets used to eating on your schedule.