I don't know if I'd quite say that. You will notice that when you feed your clownish, it will often times take some of the larger pieces back to the anemone it's hosting. From what I've seen with mine, though, I really wonder whether or not the clown's actually feeding the anemone. She'll usually put the food near the outer edge of the anemone, away from the mouth. I think what she's actually doing is putting the food somewhere safe for herself to eat later. That said, the anemone will reap the benefits somewhat and end up eating some of this food. What I've found, though, is I actually have to distract the clown while I feed the anemone, because she'll pull the food right out of the anemone's mouth and pull it off towards the outer part of the disk.
In other words, I would say to direct feed your anemone. Otherwise, it's just getting a few insubstantial scraps. I've heard of at least a few people who never feed their anemones, but they also have nice strong lighting.
By the way, I mainly feed mine chunks of shrimp (shell on), krill and silversides. Just about anything meaty seems to work, though mine seems more partial to some foods than others (not always excited about the krill for instance).