I made the mistake of buying mine without seeing it eat. Luckily I was furtunate that I had a heavy pod population which sustained him until he learned to feed from the water column. Now he eats mysis, brine shrimp, squid and on occassion blood worms. I hear they also love black worms but Ive never tried.
Also some folks try and feed them live littleneck clams from the grocery store. I havent tried this since he hasnt ever noticed the 3 clams in my tank (2 croceas 1 gigas).
Good luck