http://www.dtplankton.com/articles/filterfood.html
Spot feed them with a
long pipetter at or near the back base of the plume. If you directly feed from the front they not only will close up but they won't be able to adequately capture food.
Frequent feedings offer the best chance of success, but don’t go crazy, as some feeds can play havoc with water quality.
BTW - they will occasionally relocate to a more favorable position if they don't like to location you placed them in. I had one that no matter where I placed it on the rocks, it relocated at the base of the rock near the sand under a overhang.
The LiveAquaria site provided by someone who already posted lists the types of food you should try to buy for them.
Good luck, many don't survive over a year in tanks b/c they slowly starve to death. If you can keep these for more then a year then you are on the right track.