Bleu moved with his family from New York to Los Angeles in 1996. He worked steadily in episodic television and feature film roles, including a recurring role on the short-lived ABC police drama High Incident and a guest star appearance on ER. He also appeared in some films Beach Movie (1998), the sci-fi thriller Soldier (1998). His feature films from this period include the Tim Allen comedy Galaxy Quest (1999), and the comedy Mystery Men (1999), which starred Ben Stiller, and the drama Family Tree (1999). Bleu also had roles in Malcolm & Eddie, as Matthew, and Cover Me: Based on the True Life of an FBI Family (2000), as Nick Elderby. He also had small role in television series like The Amanda Show. Additionally, Bleu was developing his dance skills and in 2001 began intensive training at the Debbie Allen Dance Academy in the Los Angeles area. There he undertook a full gamut of dance instruction, including ballet, jazz, tap, modern, hip-hop, African, break dance, salsa, flamenco, and ballroom. Allen, the famous Choreographer who starred in the TV series Fame, told Dance Spirit magazine, "I think [Bleu] really has a career. Success is one thing, but a career is a much longer, broader journey".