Cucumber or Zucchini are favorites of the CAG's. It may take a bit of time for them to realize it is food. Try blanching it first and then putting in the tank. Orange slices are ok but can get the tank messy. Here
is an article that helps with feeding veggies to fish.
BTW they don't eat algae all that much so you will need to supplement with algae wafers and veggies anyway. They also get large and when they get large they can get aggressive. I have one that is 9". He is one of my favorite fish.