My lions mainly live on ghosties, the large ones gets mollies thrown in, and the small ones get guppies. There really is no need to keep them in saltwater, a fresh water setup is simple, no maintenance, and can be as simple as a bucket and sponge filter. Any one conflicted about fresh vs salt should have at least kept their lions for more than a decade.
Any salt water fare must be qt'd or inverts must come from a system without fish, or you risk spreading disease.
Most of have access to ghost shrimp that are kept in fresh water, although this variety does live in salt, you will get more losses and decrease of lifespan to acclimate them to your fuge. If you have access to saltwater shrimp, 1st verify they come from a fish free system and they will also likely be more expensive and will eat your pods.
Ghosties and regular feeder guppies can be kept in a simple set up and are not picky, mollies need a more stable environment. My fav food which is also used for what people call "gut loading" in Omega One micro pellets, you can also enhance them with chemi-vit in the water. You really don't need to get too extravagant to supplement one lion with live feedings. It's not a bad idea to try and get him taking a variety of chunky dead foods as well.