Your fish are Sissy, Mary fish.
You need to add a little water to the tube to push them down. I can't tell from here if your mesh is the right size. When you add a little water to the tube you should see some shrimp coming through the mesh. If you don't see any, the mesh is too small and the shrimp can't get through so the mandarin won't go near it. You have to experiment with mesh size. Mandarins won't hardly eat from the water column and rarely look up. The shrimp will all go to the surface in a matter of minutes and will be lost to the mandarin.
As for the worms, the fish seem to like blackworms a little better than whiteworms but they still eat them. I never tasted them myself so I don't really know what they taste like.