I catch a fly in my window and pull off a wing( I know I am evil) then my betta flares up at it and tries to eat it. He eventunally eats it. It is pretty cool to watch but he a wimp though, once he was scared of the fly LOL
I can't say I condone pulling wings off of flies. I have Buddha in two of my tanks and he doesn't approve of that at all. Something else for you to consider, and I'm not trying to lecture you, I just want you to be aware, is that flies come in contact with a lot of disease-carrying items and I'd hate for your betta to get sick because of eating a fly and the diseases it might carry.
If him eating live food is important to you, I'm sure someone here has some safer ideas that wouldn't be as risky