Your best bet is to experiment with the healthy foods and find out what he likes best. You can always mix in the things he is not so fond of. Simply fill your tub about half full of room temperature water and let him loose. He will swim and play for hours. This helps to moisten his skin and aids in his peeling process.
Iguanas carry salmonella in their gut.
This is a naturally occurring germ in all reptiles. Because of this you have to be sure to use antibacterial soap after handling your iguana. When cleaning his home, never use soap, bleach or any other chemical. The scent alone can kill him. Simply use hot water and a scrub brush.