Lepomis microlophus, like all sunfish, will eat a wide variety of food. I suggest that rather than feeding him exclusively live food you should begin trying to get him to take prepared foods as soon as possible. Most sunfish will refuse flake food but I've had success in the past feeding them frozen bloodworms, cichlid pellets, and live (and frozen) brine shrimp. The sooner you get your fish taking readily-available foods the better.
That being said...your sunfish (as you've already learned) will happily consume ghost shrimp, appropriately-sized feeders and some snails. The common pond snail will do just fine but be careful or you'll have a tank over-run by the little monsters. You might also consider earthworms and the occasional small cricket.
Oh...and yes....cladocerans are small crustaceans.
Aquarist since 1964