If I don't spot feed my Candy Cane at least once a week, the heads shrivel and just look awful. I'm convinced it thinks it's a pink sun coral, LOL.
As with most LPS, it's not necessary to feed them, HOWEVER, they will usually have much meatier flesh on them and more vibrant colors if they are spot fed. My candy canes grab a lot of food when I feed my fish every day, but I also spot feed PE Mysis once a week.