Hmm.... sounds familar to me. Both my cats are picky eaters and unfortunately it is all my fault for indulging them! They started off on ordinary cat food, went off that, I tried all the variations, then moved on to select cuts brands, they absolutely loved that for a couple of weeks, then it was not good enough. So I changed to the likes of Sheba and others, after a few weeks they decided they wanted something nicer and now I am onto prawns and sliced beef (and much poorer for it) So you have been warned!
My advice is to try not to give in to demands for nicer food, as I have done with mine, don't worry too much if he seems healthly enough, but if you feel you want more expert advice I would get him to the vet for a checkover.
Best of luck, Sue