Some people feed vinegar eels as a first food, but I find it difficult to harvest and I believe it is pretty nutritionally empty.
You can feed microworms to quite young and small fry. You just need to be careful not to overfeed and to be thorough with your siphoning as this food does encourage fry to stay on the bottom of the tank and it has been linked to issues with deformed/missing ventrals.
Once the fry are starting to get bigger, you can put them onto BBS. I like to use BBS as a staple as this point, but I will start introducing grindal worms once some of the fry are big enough to take them.
Then from grindals, it's onto blackworms, white worms and frozen foods. I don't feed pellets to my current lot of fish, so can't help there. But I used to wean some of my previous spawns onto pellets when they were actively taking frozen food because by that point they realised that it doesn't have to be alive and moving for it to be edible.
People may suggest walter worms and banana worms, but honestly, I have never seen them for sale in Australia.