My Fuzzy dwarf used to eat silversides which are small frozen fish you can normally pick up at the LFS. If you decide to do this make sure that you get the whole silversides that still have the eyeballs and tail. You will need to stick the silverside on the end up something and wiggle it in the lions face. He should pick it off. If you don't want to do this you will either have to keep a supply of guppies or ghost shrimp. Neither one of these are good for him. Check out
http://www.livebrineshrimp.com for ghost shrimp if they still sell them. Hope this helps. You will love the lion. Once they acclimate they're like puppy dogs.