Dr. Piermarini told me these guys don't vary their diet much and pretty much stick to marine shrimp, crayfish, grass/ghost shrimp, snails, etc. Scallops are probably included in there, except my female refuses them. She generally eats shrimp -- I buy them in bulk (raw, shell-on) and toss them in the water frozen. The water is 78 degrees so it thaws in just minutes and keeps it cool, and she tears off the shell and eats the whole thing. I scoop out the shell after about 10 minutes. I still have to try to figure out where I could get crayfish or snails at. I thought clams might be worth a shot too. I'm not wasting any more money on seafood anymore (various fish, squid, crab, etc) because she just wants nothing to do with it.
In regard to the sand, it's a B*TCH to take back out once you get it in there. I had to drain the water down to about 5" left so she could still breathe and swim, and scoop it out manually with a mini shovel into 2 buckets. Took forever. Your best bet for sand that will make her happy is something extremely soft and natural -- I used the aragonite sand from PetSmart at first, but didn't like how how fine and sticky it was because it stuck to my ray and it clogged my filters. So after going to some horrible rough sand that I won't even mention, I then went with CaribSea's Arag-Alive living aragonite sand. It's soft and fluffy just like the first stuff, but the sand particles are just a tad bigger/heavier so they don't float into the filter intakes. She can bury herself like she did before, and it doesn't stick to her slimecoat and doesn't cause irritation. Plus it has living probiotics in it to help seed biofiltration. I couldn't be happier with it.