Be careful: there's a difference between "freeze-dried" and "frozen/thawed" although I'm sure you meant the latter.
I recommend buying frozen pinkies (cheaper, always on hand, more humane) But you have to thaw them out and warm them up before feeding.
The easiest way is to drop them into a pan of warm water and leave them in there for 20 minutes or so (depending on the size of the pinkie). Then just before feeding, add really hot (not boiling) water to the pan (or you can warm it up under a heat lamp or with a hairdryer.) Then like Sphinx said, just move it around a bit with some tongs and he should get the idea it's food and go for it.
Good luck. Really cute gecko by the way!
