"HPW" is a pretty popular diet...they may already be on a diet you like. There are a few versions though so you would want to make sure if it's the "same" one,there is Original,Complete or Instant or Gliderkids recipes that use Wombaroo High Protein Supplement also.
They also require certain fruits and veggies to make sure the Calcium and Phosphorus ratios are balancing the diet.
They are considered a "Joey" from the time they come "out of the pouch"("OOP") until they are over 6 months old(they will reach sexual maturity before they are 1 year old).
They really shouldn't be taken away from their parents before 8 weeks. Up to 12 weeks with parents is good for them to learn from Mom and Dad.
You could wean them by gradually cutting back their old diet and increasing the ratio of the new diet, like 1/4 new + 3/4 old for two-tree days, then 1/2 and 1/2 for 2-3 days then 3/4 new to 1/4 old then off of old and onto the new one only over about two weeks.
If you get a male/female pairing(like I did,twin bother and sister) you will have to have brother neutered before he is 4 months old.
The pellets are not necessary at all, a lot of people keep them in the cage as a daytime snack but most gliders(like mine) never get up during the day to eat. I do have pellets but they only get them occasionally as foraging snacks because they really love them and will fill up on them and wouldn't eat the staple mixture.