Well, with my baby reds I switch between bloodworms, brine shrimp, black worms, and a food I tailor made from my Oscar. (It's made of beef heart, shrimp, peas, chicken livers, spinach, and processed fish foods of a few different sorts.) I also got them a few feeders when they first got home, six two be exact, three were dead as soon as they hit the water. My girlfriend's breeding betas, and I intend to use some of her culls for food, and she's planning on picking up guppies as well and I'll be doing the same with them.
I've been feeding mine Rosy Red Minnows. They're just babies right now but they tear up those rosies. From what I understand RRM's are very nutritious and easily digested by babies. I also feed them a little bit of ground beef here and there (tiny pieces) ..I even gave them some ground BUFFALO meat.. which disappeared. So far, they seem to enjoy the RRM's the most... I added a dozen today, shut the lights off and left the room.. came back about 3 minutes later and there were 4 dead, half-eaten already. I basically plan on keeping the 15 gallon tank I have now to keep feeders in once I have the 90 setup.
feeding your p's pinky's will introduce an essentially unecessary amount of risk as well as create quite a mess for you to clean up...if your doing it for the entertainment value thats one thing, but i wouldn't make it part of your habitual feedings.