Corns are nocturnal so I say feed at night in a dim room. If you have a hatchling feed in a small container like a deli cup with a secure vented lid. Are you handling the snake? You should not handle for 4-8 day to let him settle in. Then a few more days to feed. If the snake is stress it will be harder to feed the first time.
Good luck, let us know how it's going.