Keep trying! Sometimes goldfish are kind of like toddlers.... offer a new food several times before completely ruling it out.
Yes! I steam my broccoli! I take a small floret, put it in a dish with a wee bit of water, and microwave until soft. You can just tear off the little flower top darker green part. I just hold the top in the tank, and let the fish do a feeding frenzy.
Good for you for testing out new fish foods!