The key to a healthy lionfish is a good, varied diet of quality seafood.
P. volitans is pretty easy to wean onto fresh/frozen foods, often with very little work on the keeper's part.
Here's a good article on feeding/weaning techniques:
Tools of the Trade: Equipment & Techniques to Convert your Fish onto Frozen.
You'll also want to red Frank Marini's excellent
Lionfish Care Article.
The following is an excerpt from an upcoming lionfish article we have in the works:
Silversides are an excellent food since they are easily stuffed with pelletized food, powders such as spirulina, vitamins (C, B6, B12) or beta glucan, etc. One can also find many other frozen foods in the freezer at the local fish store (LFS), however, I find that a wider variety of fresher, high quality seafood is available at the grocery store or local fish market. Surprisingly, when purchased in small amounts, it is actually less expensive to feed your lions “people food” rather than “fish food”. Some of the foods we’ve had good success with are red snapper, salmon, tuna, cod, shrimp (uncooked, shell-on), lobster, scallops, clams, and squid. Try what’s on sale, try different foods to see what your fish find tasty. These foods can be cut up into bite-sized chunks, placed into bags and frozen for later use. If you arrange individual feeding bags, it is easy for a fish sitter to feed the fish should you be out of town for more than a few days for some reason.
Smaller specimens will also take mysis (we use Hikari and Piscene Energetics), and even brine shrimp (we use Hikari Brine Shrimp Plus). With the exception of one of our stingfish which eats PE mysis from a “pile” on the substrate, these foods are simply thawed, rinsed, and placed into the water column.
We’re often asked “how large should the chunks be?”, and although it depends on the size and species of the fish and its mouth size, if you stay right around the size of the fish’s eye or just a tad larger, you’ll never be wrong. If your fish happens to get a larger chunk than you had planned and seems to be “choking”, what the fish is actually doing is using its pharyngeal teeth to position and soften (deglutinate) the food item prior to swallowing. If this happens a lot, try giving the fish smaller chunks.
Whatever you do, avoid krill (frozen or freeze-dried) and any fish from the carp family (goldfish, rosy reds, koi, etc).
Finally, we feed our lions and other
Scorpaeniformes 3x a week (M-W-F), and we feed until they have a little "belly bulge", but not until the fish is satiated. This goes a long way in preventing hepatic lipidosis (fatty liver degeneration) and also, since scorps are fairly sedentary, and have slow metablolisms, it helps prevent too much, or too large a food item from beginning to decompose in the lion's GI tract, which will likely kill it.
HTH