I had a pair of harlequins in a nano cube a couple years ago. Eventually I tried to save a feather duster from another of my tanks (it was out of the tube, thought it was pulled out by by a predator, so moved it to nanocube), it died and quickly decayed, taking down the harlequins with them.
That said, before the feather duster incident, they seemed to do fine. As to feeding, you can take chocolate chips starts, cut it into small peices (say the size of a dime to a nickel), wrap them tightly to seal moister and freeze. Then thaw and serve only a piece to them. It worked very well. As soon as you put a piece in the tank, there would be an immediate feeding response-they would start searching, find it, and start eating in their peculiar way. Actually, my initial plan was to keep 6 or seven chocolate chip stars, cut off only one part of a limb, server it...then next feeding, serer from a differnt chocolate chip star...rotating and allowing the libs to grow back. But limb growth was way to slow, so that plan didnt work..and of course sea starts are domed in the aquairums in the long term anyway. So, Id recommended buying a chocolate chip, cutting it, freeze, and server. I';d get them again in a second but have misgivings about butchering the chocolate chips (although they have no brain and feel no pain?), the number of choclate chips that probably die in transport to get one to me as a feeder, and concerns of taking harlequin shrimp from the wild as they are one of the few natural predators of crown of thorns starfish. Most striking ivestock I've ever had by far. They are amazing.