Freshwater critters have different fats in them that can actually accumulate in SW fishes digestive system, causing a premature death.
For some reason, this does not work the other way around, and FW fish seem to be fine when fed SW critters.
Bloodworms and the such can be used, but when it comes to feeders and large meaty foods, its not recommended.
Brine worms are a more SW choice, but have little to no nutritional value. PE mysis seems to be all the rage right now, and I myself just bought some. I have always used mysis for my SW fish tanks though.