My answer - Both
Its best to try out different brands of mix feeds as some just don't suit certain hamsters. But if you are finding hes too picky and loosing condition as a result then mixing in a pellet food half and half with the mix would be great
Using just pellet food i feel is a bad idea as already said it is boring, but also could potentially cause them to loose appetite and condition.
I use 1/2 harry hamster, 1/4 science selective pellets, 1/4 mix of bird seeds, oats and lentils.
I tried out the pellets as treats first and they adore them, so i feel confident that the picky eaters are still getting the necessary nutrition even if they leaving some of the other food as the pellets contain it all.