I had to get my horse a grazzing muzzle for much of the same reason you did, plus she had just had a minor bout of laminitis.
You need to start by putting the muzzle on her for short periods of time, and remember, grazzing muzzles are not designed to be worn by the horse 24/7.
With my horse, I would go out in the morning, exercise her (releasing endorphines which suppress hunger, limiting the desire to eat) then after a ride I would fill the muzzle full of carrots/hay so she thought of it as a good thing, not a bad thing - and so that they learn they CAN eat with it on. I then turned her out with it for the rest of the day, going back in the afternoon/evening to take it off so she could have a rest.
At first she was really depressed, and I often found her in the exact same place I left her. =( It made me feel awful, and after about 1 week of this I had had enough. I got to work with a stanley knife and enlarged the hole by about a 1cm radius.
And then, success! The next day I found her in the paddock actually eating with the muzzle on, hanging out with her buddies and feeling much happier.
One more thing, its better for the muzzle to be too big rather than too small, IMO. It should actually be quite loose, and if it looks like its rocking back a forth on her nose don't worry. Make sure theres a good inch space between the end of her mouth and the start of the muzzle.
You could also try 6 hours on with the muzzle, 6 hours off to begin with - and if she's still depressed after a week or so, definately enlarge the whole, and make sure you put carrots inside the muzzle when you put it on so she associates the muzzle with food, rather then UN-food, so to speak.