I have 4 and they pretty much eat everything the other fish eat but I do drop in a wafer or pellets specifically for the CL's. Mysis shrimp, frozen bloodworms, and live microworm.
As a treat, I like to feed small cubes of ahi or any fish meat i have around but do try to include a rounded diet heavier on the protein side but I do include plenty of plant and veggie matter.
Hikari sinking wafers, market shrimp, tilapia, frozen bloodworms and hikari mini algae wafers. I spent a fortune on a bunch of NLS for them and they won't touch it.