Someone here once equated brine shrimp for fish/corals to popcorn for humans... tasty, but not much nutrition. I think that's a pretty good comparison.
I'd go with mysis, finely chopped clams and silversides, etc. They also like cyclopeeze. Just about anything meaty... except brine shrimp! But yeah... just draw some up in a syringe and "baste" the coral with it. Feed the fish and any cleaner shrimp first so they don't steal the food away from the corals. And as pat8you mentioned, don't overfeed as you can throw your water parameters out quickly depending on the food.