Great sign that yours is eating so eagerly right after being introduced into your tank!
My zebras couldn't be more different from one another in terms of eating. I'm guessing I have a male/female pair, as they never leave each other's side, and when one leaves the cave, the other always follows closely behind. Anyway, the male is a bit larger, and is a much more aggressive feeder. He will eat as much as I'm willing to feed, and it makes no difference what is on the menu (Shrimp, Lobster, King & Snow Crab leg, Scallop, Mussel, Squid, and whatever else appears at my local seafood market). The female however will only take a few pieces before losing interest. The exception being when I feed them soft shell crabs. They both will eat piece after piece until I stop feeding them.
I feed mine smaller amounts every other day, as they are in a 75g, and I have to keep the water quality in check. For example, the male will get the equivalent of 2 medium shrimp at each feeding, and the female will get about half to quarter of this, depending on when she decides she's had enough. If I do a bigger feeding, I'll skip the next one... etc... They are both growing (difficult to say how much as they are almost always hidden), so it seems to be working for me so far.
Apologies for the long winded reply, and definitely give soft shell crabs a try if you should come across them at your local market...
-Ben
