Are these new additions? They look like they have been there a bit. How are your water parameters? What lighting are you using?
If they are not new, try moving them up closer to the light. I know mine love lots of light and decent flow. They tend to open up more for me in brighter mid day light.
Also, what and how are you trying to feed them? They like very small particles, like found in reef roids or coral frenzy. But mine will also puff up for some finely chopped particles of Reef Frenzy,
Shut your circulation down and puff the food at them from 3-4 inches away with a turkey baster.