Wide variety is good. Peas, NLS and Massivore cover most bases. Mix it up with some live worms sometimes and you're good to go. Cons aren't known to be nutritionally sensitive, so general feeding should be great.
hikari sells sinking pelllets that i used to feed to my cons. i can remember what they are, but they are in a blue bag haha not much help, but im sure you could find some good ones at a quality pet store.
My convict would have to be one of my least picky eaters. For sinking food I'd recommend NLS. I feed mine Omega One medium cichlid pellets, which float. He was happy to eat them as soon as I changed over from sinking food.
Mine will eat anything I put in the tank. For a sinking pellet you can't go far wrong with Hikari Cichlid Gold (in the blue bag as in the photo above).