Personally I would staple with a high quality protein based pellet and supplement with frozen/live foods depending on what you get. If you really feel the need to staple with live foods get some small live bearers and grow them out in a feeder tank. Staple them with a high quality food and whatever nutrients they ingest will be transferred to whatever eats them. I would not recommend feeders from your LFS as they usually sell very quickly and are fed low quality food if fed at all leading to low nutritional value an d a higher risk of parasites. And all this talk about feeding oscars live food they are omnivorous opportunistic feeds who will eat pretty much anything you give them.