Be ready that some lions don't accept the dead food ever. I had no problems with weaning volitan, but antennata refused to eat anything, but alive AND moving prey. It's much more expensive and one more tank to maintain.
The food should be of saltwater origin, uncooked, unsalted, without preservatives, preferably the whole animal (like baby octopus or krill), not just filet. The frozen packs are inexpensive at asian food stores: sea mix, shrimp and fish, baby octopus and others; krill from LFS.