I've had a couple and I have one now. First off, make sure the tank he is in has a sandbed that he can burrow into and feel safe. I feed mine mysis and Formula One Frozen. It took some time for the Jawfish to feel safe and secure in his tank and also to start eating. A couple times I thought he might have died b/c I didn't see him for days at a time, but he always turned up.
Just be patient with him and give him time to acclimate to his new surroundings. A good tip that I have learned, is that if your sandbed isn't deep enough, use a piece of 1" PVC tube, maybe 3" long and put it as far into your sandbed as possible, with the opening just sticking out of the sand. Place this where you see the Jawfish hanging out most and he will turn this into his home.
My Jawfish took to his new home in less than 5 minutes of me putting it in there. He loves it and has re-decorated it and his surroundings with sand.
Give him some time.