Per Scott W Michael form his book " Marine Fishes" ; I consider him to be a very reliable source:
Re: Holacanthus tricolor:
"...A sponge feeder that often has difficulty switching to aquarium foods . Try feeding vegetable matter , meaty fare , and occasionally, special angelfish rations containing marine sponges. Feed thre times per day. ..."
This looks like a decent choice for a food containing sponges:
http://www.petsolutions.com/C/Frozen-Fish-Food/I/Hikari-Bio-Pure-Frozen-Mega-Marine-Angel.aspx
There are probably others.
Personally I don't keep one because of it's tendency to nip at corals and clams but might if I run a fish only tank.