Shnabbles-
I feed mine frozen mysis and frozen krill. They love the stuff. I just cut pieces a little bigger than their mouth. Then I turn off the filters, and place a piece of the food next to their feeding tentacles. These tentacles must be extended to even feed at all. They will usually grab the food and close up around it.
The problem I have is keeping my Cleaner Shrimp off of the Candy Cane while trying to feed, or after the polyp has closed around the food. I have started chasing him away as Reefnut suggested, and it seems to be working for the time being.