He is a small lamb - maybe he's a Shetland or similar? The very small ones really don't need the full whack which will grow a socking girt Texel that's slaughter weight at six months. So from about 5 weeks, if he's still not taking creep and hay, you could reduce the size of the morning and midday feeds to leave him room for hay and creep. And at six weeks drop him to two milk feeds, so he gets hungry in between.
I've usually found that, especially if they're four weeks or over and not taking the creep, that they're more likely to eat a pasture mix than a creep pellet, picking out the bits that appeal to them. Champion Tup & Lamb always seems to go down well, or you local agri merchant might do a coarse mix for lambs.
Oh, and the creep / cake has to be fresh. Put out a teeny bit in the morning, and replace it in the afternoon. Replace again the next morning. Ditto fresh hay - put out just a bit of fresh each day until he's taking it.
Is he on his own or does he have other lambs for company and to copy?