Feeding strategies vary with the species. Some open up & feed at night, others during the day, & for some it doesn't matter. Depending on the speed of the water flow they may either vigorously sweep their feeding cirri to filter out food items (low current) or passively hold them out (high current). In either case, they tend to spend half or all of the day actively feeding so they want a lot of food. Organic particles, invertebrate larvae, diatoms, copepods, shed body parts, make up the bulk of their diet. If you have a well established tank with healthy live rock, fuge, etc., they may be able to get by without supplemental feeding. If not, they would appreciate supplements but be careful to balance their need with the risks of what overfeeding can do to a tank's parameters.