I have been looking into getting a pair of these shrimps as well and from the extensive readings and research this is the best solution I have come up with to consistently have food for them:
First and foremost, these shrimp feed exclusively on meaty starfish. They will decimate any asterina population you have in your tank. If supplemental feeding of other stars (linkia, chocolate chip, asterina, etc) is not provided the shrimp will die.
Secondly, freezing the stars is not the best idea as once the frozen pieces are put in the tank they will begin to decay and pollute your water chemistry. The best way to supplementally feed these shrimps is to have a chocolate chip "farm" in your sump/refugium.
What I mean by having a "farm" is to have roughly 3-5 chocolate chip stars in your sump and once your shrimp let you know they are hungry (they will begin avidly searching for food in your tank by running around) you will cut a leg off one star and put it in your DT for the shrimps to consume. Once the leg has been cut off, the starfish will regenerate a new leg, and therefore you rotate your starfish harvesting amongst the 3-5 starfish in your sump/fuge.
By having multiple chocolate chip starfish in your sump, you allow each time to regenerate before harvesting another leg. But make sure the shrimps eat the leg put into the tank as chocolate chip stars can devastate a reef.
Here is an excellent web site that will provide more info for you.
http://www.chucksaddiction.com/harlequinshrimp.html
Hope this helped you and your harlequin.
Robert