If you can get them, microworms are a great food for fan shrimps. I also culture green water for them, I get pure japanese chlorella on discs and grow that. And I feed them Golden Pearls, in the 5 - 50 micron size. They have done well on it.
Someone said they are all wild caught. This is no longer the case, they are being captive bred now, even by a few hobbyists. Though it takes 90 days in brackish water for the zoeys to morph to shrimplets, so it is a task to do for a hobbyist.
Do you know if you have males or females ? It is not hard to tell them apart. On males, legs are a bit thicker overall, plus the first pair of walking legs is much thicker than the rear two pairs. Females have thinner legs all the same diameter. Males will grow a large hook behind the main leg joint on that first pair of legs as they age as well, by then it's very clear which are boys and which are girls. By the time my big boy was four inches, his hook was very obvious. Not sure they do anything with it, but I have not yet seen them mating, it may serve a purpose that way, or just be showing off.
You can also feed powdered fish food, if you have nothing else, but I have found they do best with live food or frozen at least twice a week. All man made does not seem to suit them well. I turn off my filter and leave the pump running to circulate food when I give it to them, so they have time to work on it before it is filtered out of the water. I also often put almond leaves in the tank, as they tend to grow large numbers of bacteria, which go into the water column and are eaten by the fan shrimp too.
Bottom feeding shrimp like to pick at the leaves, which I leave 'til they are skeletons and then replace. Oak leaves make a good substitute if almond leaves are not available. Get them when they are dry and brown in the fall and keep them to use all year.
The greenwater I feed seems to do them a lot of good, though it is a wee bit of effort to grow, it's not that bad.