Actually if you have the proper lighting to keep a nem, you shouldnt need to feed it. Many people theorize that some anemone deaths in captivity are due to people over feed and feeding improper foods to their nems, which I would believe.
It is best to feed them small foods (like chopped up mysids or other small bits) and not very frequently.
If you think about it, in the wild they are only going to catch the smallest critters drifting through the ocean, and then they will otherwise collect the detritus left from other fish and animals feeding.