Mine ate all kinds of frozen/thawed meaty foods - fish pieces, shrimp, crab, octopus, mussel, etc. etc. Took a little while to wean off of live feeders the store had him on. Had to fast him a week. Never tried pellets. It may be possible too.
I placed it in a 10 gallon tank. Filled the tank with guppies. Provided good aeration and filtration. Did weekly water changes. Like Viktor I placed small cubes of fish into the tank. I use herring, mackerel, smelt, shrimp and trout. The guppies attack the chunks and in little time the atu was also eating them. I also fed baby shrimp to it when it was smaller.
I also fed sinking trout pellets in the 6mm and 7mm size. He also ate those. When it was 6 inches and learned to eat well I moved it to a 120g. When it reached 12"-13" I moved it to its present 180g. It no longer has a desire for pellets.
I also own 2 Wallago leeri. The female is 21 years old and about 5' and somewhere around 125 plus lbs. The male is about 4' and a lot lighter in weight and I've owned him 13 years plus.