What had you been feeding him and what did the vet have you change to?
It may just take some time for his digestive system to adjust to the changes but it would not hurt to call the vet and describe the problem to get his input as well.
A small amount of plain canned pumpkin is often recommended to help settle the gut when either diarrhea or constipation is a problem - you might try offering some for a few days to see if it helps (the rest of the pumpkin may be frozen in ice cube trays for future use unless you are in the mood to make a pie after taking out the small amount your glider will need for a few days.)