[ThRoewer]

"... They mainly feed on small aquatic insects and invertebrates. ..."
"... preferring live food such as brine shrimp, Daphnia, mosquito larvae, and Tubifex worms. In the wild, they feed mainly by sifting tiny organisms (white sandworms in salt and brackish water, insect larvae in fresh) out of sand and mud. ..."

Based on this I would suggest to order some California bloodworms, tubifex, or start a few little mosquito cultures (= buckets with water) in the backyard. Just don't wait too long to harvest the mosquito larva so that they won't go through metamorphosis and hatch as bloodsuckers.
You might also want to think about setting up a daphnia culture. It's not too difficult and they are a great live food even for full saltwater fish.

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