Various foods is always good, but not every food you offer will be eaten by Lyretails. I'm always surprised - in a good way - when they try to get some of the nori clipped to the glass. You'd think they'd hold out for something else, but they (like all the fish in my tank) don't want to be left out.
I offer pellet food (Formula One, Sera, and something I picked up at MAX earlier this year) when I think about it (during the afternoon, but not necessarily daily), and they pick out what they like from my home-made frozen fare offered around 9pm nightly.
They do like frozen Cyclop-eeze. Multiple small feedings througout the day would be great if your tank can handle it. I always try to feed enough (nightly) so that all the food is gone in under 5 minutes, as any excess just adds to PO4 and NO3 issues. However, since I've been dosing Vodka for the past 3 months, those numbers are much lower than in the past, allowing me to feed more freely.
Just try to be reasonable, not going to either extreme (underfeed nor overfeed) and your fish should be happy.