I use the paper bedding for my iguana. Iguanas lick everything as they move around so you want a substrate that will cause little harm to them should they lick a piece and swallow it. Another option is to go to Lowe's and buy a 6' x 8' roll of green outdoor carpet and cut it to fit your cage. It costs as much as the much smaller pre-cut pieces at the pet store. As it gets messy you can wash it and reuse it and when it gets too bad to reuse anymore you still have plenty of spare carpet to cut new pieces. Plus it looks nice!
When you feed it, do you chop up the food into little pieces? If not, try that and blend it together and slowly increase the amount of greens in the blend. Also try a few other greens, like collard greens. An iguana I had a few years ago loved mustard greens but didn't care as much for collard greens, while our current iguana is the exact opposite.