How old is Shenron? It's common for young dragons to ignore veggies.
I started putting the phoenix worms on top of a bed of chopped collard greens. She is smart enough to pick out the worms, but she still gets a few pieces of greens out of it. After doing this for a while, I have notice that she is eating them on her own. I think she seems to like them as a bit of a snack. She picks at them throughout the day.
If that doesn't help to at least get her to taste them, try different things. After putting mustard greens every day for a week, and changing back to collards, it dawned on me that Blazey didn't like mustard greens. She wouldn't touch them. So, try out different stuff from the good list; maybe she will find something she likes
Good luck!