Congratulations and welcome to the fabulous world of miniature horses!
Are you new to horses altogether or just miniatures?
Do you know what she was being fed at her breeder's home? For now, I'd stick with that. She's gone through a lot of change already and you want to give her time to settle in at your place before throwing more changes her way. There are tons and tons of posts on this board about feeding (1/3 are probably ones I started!). Spend time reading through old posts here and you'll get a great range of information on ALL sorts of issues regarding keeping these babes of ours happy and healthy.
We do require one thing on these boards though: PICTURES! LOL! There's a specific board for pictures. Be sure to read the Picture Posting Rules post that is "stuck" to the top of that message board.
Little steps, done repeatedly, over time is the best way to go in all things from feeding to grooming to halter training. Remember that she's a horse, not a dog. She thinks like a horse and needs to be treated as if she's 1200lbs. What you wouldn't let a 1200lb animinal do shouldn't be allowed by a 100lb animal. They're so darn adorable at that age that it's hard not to!
Feeding? Again, there are 100 different ideas on the subject! What I learned that I feel is important is that these little ones need protein. A 14 or 16% protein feed is what I fed my weaninglings/yearlings. I did use a sweet feed (Purina's Omolene 300) but others prefer to stay far away from sweet feeds. You say she won't eat pellets. Like any young animal, they often don't like to eat what they're not used to, so you have to make that change a gradual one if pellets are where you want to go.
There's a big concern about over feeding miniatures. It is somewhat easy to do, but you have to be careful not to go to the opposite extreme either. Your filly is in her growing phase and needs the right/proper balance of nutrition so she can grow well. I fed my weanlings a 1/2 *pound* of the Omolene 2x a day. Based on what I've read here, I changed feeding regimen to use pounds vs. scoops/cups. I love my feed measure cup that has premarked lines for both sweet and pellet feed weights. I've tested it using both types on a scale and it was very accurate.
I'll stop now and let some of the real experts on the board give their say