They eat copepods most of the day peck peck peck at invisible pods all day. However I've been able to teach all 4 mandarins and the scooter blenny in the tank now to eat frozen food. Its not as difficult as most will let you believe. It just took a lot of research. You will find lots of people with methods. try them all..one of them will work. There are a few good threads here at living reefs on training them to eat frozen.
It does take awhile for some, and some take to it right away but i've yet to fail and I have 5 dragonnets in my tank.