sand sifting stars eat worms and copepods from within the sand.. that's why they dig through it non stop.
To "feed" them you need to be sure your LS
bed is flourishing with pods
and aother fauna.
Typically, these animals don't last long as they eventually deplete the average tank of copepods and then starve. Depending on the specific starfish (can you give us a physical description?) They may be able to shift to other foods etc. If all the food is being eaten before it reaches the bottom you can either feed a little more or use a feeding tube that allows teh food to fall to the bottom before being available. IMO
, take him back to the LFS
if you can. You don't want something thats going to leave your sand bed barren of life unless your system is capable of replenishing that life as fast as your star eats it.