If your joey is really weaned, he should be at least 8 weeks Out Of Pouch, in which case, he is able to eat the same food as the adults. If he is not, follow Suz instructions to care for him.
A reputable breeder would never give away a joey that is less than 8 weeks OOP, if this joey happens to be younger, I would recommend for you to stay away from the people you got him other. If on the other hand, they are responsible breeders, then you may want to ask them what they fed the joey while it was in their care, and try to feed him a similar diet while slowly transitioning him to the diet you want to feed.
Pellets should only be used as a snack in the morning in case they wake up during daytime hungry, but otherwise it should not be part of their main diet. I am not very familiar with exotic nutrition's diet, and as such I cannot give any recommendation regarding it. Instead, I will encourage you to try some of the other diets listed below:
www.sugarglider.com/gliderpedia/index.asp?Diet
BML is good because the ingredients should be fairly easy to obtain, but you must make sure to follow it as instructed, without trying to replace a single ingredients, especially calcium supplements and vitamins, since it would throw off the balance.
There are may different HPWs. There is the HPW created by Peggy, produced here in USA, which you can find here:
www.critterlove.com/food--sides.html
And more information about it here:
www.critterlove.com/diet-info.html
Then, there is the pampered glider's HPW which is imported from Australia that can be bought here:
www.thepamperedglider.com/supplements.htm
Both of these are different and of course, they are not the same as the HPW from exotic nutrition. Again, do your best to follow the instructions on how to feed it.
Then, Candy, a member here, came up with her own diet, which you can find here:
www.gliderkids-diet.com/
Besides that, you need to offer a wide variety of fresh or frozen fruits and veggies. Just stay clear of onions (they are toxic for them as well as chocolate), not well cooked lima beans (again toxic), fatty fruits and veggies (like avocados, they can have it as a rare treat), corn (they don't digest it well, but can be a treat once a month), too many citric fruits (it can give them diarrhea), garlic, and rhubarb.
The other thing to have in mind is that the recommended Calcium to Phosphorus ratio is 2:1 for gliders, so when offering fruits and veggies try not too offer things that are too high in phosphorus. Don't try to keep it exactly at 2:1, that is impossible, but it can be helpful specially for diets like the HPWs that don't content too much calcium in them. Here is a list of fruits and veggies with their Ca:P ratios:
www.gliderkids-diet.com/FruitVegLIST2011.pdf
Besides all of these, gliders love bugs. And if you choose to feed BML, mealies or crickets are part of their daily diet. If not, is always a good idea to have some to offer as a treat, and it is much entertaining seeing them chasing a cricket, and of course they just love them mealies.
Sorry for the long post, hope you find it helpful.