I’m not sure about the legalities involved here in catching/keeping them, but a little research on both species tells me that, of the two, the piggy perch would be easier to keep, as menhaden are filter feeders requiring a lot of appropriately sized microfauna (zooplankton and phytoplankton) in the water to keep well fed. Given that they get up to approximately eight inches in length, feeding one or two could be quite challenging. The pigfish, on the other hand, has been successfully aquacultured, and it looks like the broodstock (the parents) did fine after the first week (they refused food for the first week, then ate just fine). The two things (aside from the legalities) to consider with the pigfish, however, are their size (they would likely need a large [read: expensive] tank) and the fact that they are nocturnal/generally only come out of hiding at night. You might be able to train them to come out during the day by flipping your light schedule for the tank, but it sounds like they’re skittish fish regardless, so you might not see them often either way.
As a side note, I did not know menhaden were filter feeders - that’s really cool.
