This is actually more myth than legend. It's never been proven scientifically, and moreover it does not occur in the wild (they eat their food where it is found, which is typically in the water column). Many agree that what we're witnessing is merely a clown trying to take food back to its shelter, it just so happens that its shelter also eats what the clownfish eats. Fautin/Allen describe it as "the fish, unable to devour the piece immediately, takes it home to work on it in the relative security of its own territory, as is typical of predators that obtain food in large amounts. But the territory in this case consumes the food!"
I've seen clownfish "love" their anemone host to death. I had a pair try to ram their heads into the mouth of my gigantea. Though they do appear to take care of their host, there are times when I don't think they know what's best.
My suggestion is to feed the clowns first -- smaller particles so they don't feel inclined to take it back to the anemone. When they're occupied, place the krill in nem's mouth. You can also feed it small pieces (pencil eraser size) of cut shrimp or salmon soaked in Selcon. My clowns seem to ignore these types of food since it appears that they know they can't eat it.