You couldn't find anything on this topic after doing a search?? you must not be doing the search right because here are a lot of them.
feeder fish should be a treat only not a staple of their diet. Makes sure you don't buy expensive fish or goldfish. Goldfish are too fatty and often carry parasites. If they eat the whole fish it's not that messy..
I'd probably go with gutloaded crickets.. either live or freeze dried. As for the lettuce, just leave it in there .. put some in every day and they'll sooner or later realize it's food. If you want, you can cut back on the pellets and use some tough love to get them to eat it.