These little pigs eat everything but pellets. They took a feed of Rosies 4 hours after I got them! Since then they are eating frozen bloodworms, frozen glassworms (white mosquito larvae) which they really seem to like, small cut up pieces of raw shrimp with the shell removed, cut up frozen krill, live ghost shrimp, and rosies. I only feed them the live food once a week, and in moderation. Once I fed them a dozen rosies and it seemed to really stress them to eat that much, so I would highly advise against power feeding. I rotate what they get everytime I feed them, and I either feed them 3 small feedings a day or 2 medium feeds per day. If I feed them live food, thats all they get that day.
On a side note, how is your filtration? These guys seem to be pretty sensitve to even minor fluctuations in water parameters. Ive probly done two 25% water changes and atleast two more smaller changes since ive had them, and im using pretty good filtration. But then again im kinda paranoid so I give them a small change if I ever see them starting to breath a little hard