Long term feeding of live feeders like goldfish can cause problems, or, for those that disagree...at least accept feeding this Pacific salt water fish Asian freshwater carp is nothing close to a natural diet (not to mention expensive...and have you ever seen a feeder goldfish tank? Yikes, what disease are you introducing!).
But these dwarf lions can be tough to get to feed. One of those cases where it is best to make sure they are feeding well at the LFS. You can try ghost shrimp as well. Or I suppose you can try to convince the lion the food is alive. EG by holding a krill or silverside with forceps or something and jiggling it around (as if it is alive).
FWIW, flake food will not work with these guys. I don't think shrimp pellets will either.
However, I have never personally tried this sort of thing. I am going to move this to aggressive to see if there is more advice as well. A link should stay here too, just expanding the audience a bit!