You can get some ghost shrimp & feed the ghost shrimp something nutritional (flake food, cyclopezee, blood worms....) before feeding them to your lion.
What kind of lion do you have?
Get a clear feeding stick for about 1.50 or so at your LFS, try Silversides, Krill or Raw Shrimp. Place the food on the end of the stick & try to feed, it will help if you let the lion go hungry first for a few days. Try to let the lion come to you, don't just shove the food at it, that may also help.
And depending on the type of lion, Volitans are easier to get on frozen, I would be very careful if you use a net, Lions can get the fins tangled in that net.