Please don't feed sunfish, and that's why.
If you want to feed live feed something that doesn't have nasty spines like a sunfish. Watch him closely for infection because I can almost guarantee he has lacerations in his mouth and possibly his gills, not to mention the effect stress has on his immune system.
And yes, quarantine, who knows what you might introduce from a wild fish. Feeding live food requires precautions (I can almost guarantee he's infected with internal parasites if you're feeding unquarantined wild caught native fish. Almost every native fish I have kept has had some form of internal parasite)
Personally I won't feed live foods because there are diseases you can introduce that you will not be able to successfully treat.
In any case, glad he's ok. Good luck.