go to the local supermarket. in the seafood area, start buying stuff. NOT PRE COOKED mind ya. mussel, shrimp, squid, anything that looks meaty.
depending on the type of lion you have, you MAY have to chop some of it up a little. if its a big ole volitan, just throw in the big chunks, WHOLE... don't take the mussel off of the shell, don't try and shell the shrimp.
krill isn't complete for these guys either!!! but, like they said, its better than nothing.
Go down to the agressive fish forum, and they can help ya tons!!!