You are correct.. don't let them gourge the first night back on their regular feed. It can cause a multitude of potential problems. Common sense.
and to who said fish won't starve to death.. Obviousely has not had some of the harder to keep sensitive species out there, or has flat out gotten lucky. If a fish can not identify something as food it will not eat it, thus the fish not identifying food in the tank even though "technically" there is... = starved to death fish. Slow weaning down to frozen/dead then pellets .. after the fish identify each as food sources. you can go back to feeding any of the types with relative ease. The fish will have their favorites. But they have recconized each type as food, so starvation won't happen. they might get huffy and avoid pellets for a day or so... but will not go weeks w/out feeding. By starveing a fish your forceing stress, poor conditioning, and imo a lack of patience for the animal. They don't see pellets in the wild, So how can we be so arrogant as to assume they will simply take pellets because we think they should be eating them instead of what nature intended?
I've even gone as far as introduceing pellet trained fish into a tank w/ non-pellet trained fish. most cases it wasn't long until everyone was eating pellets.
Have patience and be persistant. My fire eels are finally eating shrimp now ontop of earthworms, and hopefully in the next few monthes I will be able to intigrate pellets into their diet. They would all be dead if I would have brought them home and offered them nothing but pellets. Some fish are indeed more stubborn then others.
This is always a debate, But this is my personal stand on it. Do what you think is best for your fish, It's always about makeing an educated decision. And knowing your fish.