They prefer crustations.. fyi. Getting them on frozen is hard. Mine took frozen at the LFS, but then refused in my tank. But today I just wanted to get him some food so I know he wasnt starving, so I got him a dollars worth of ghost shrimp, ate like a champ. I'd recomend seeing your fu eat at the LFS. If he will not take fish, try ghost shrimp, thats their prefered food. Also a good reason that they can be kept with smallish fish.
Good luck on the Fu