Yeah, I don't think you're going to have any trouble getting them on pinkies. Occasional meals of earthworms and fish are OK but with a staple (main diet) of pinkies you really can't go wrong as long as you have access to a constant good supply.

Mixing their favorite fish with ever increasing amounts of worms and pinkies, then eventually phasing out the fish is exactly how to do it. You have the right idea.