so far, I've only fed him peas, but I fed my trops peas, corgette/zuchini (spelling?) blanched lightly just to make it a tad softer. Only time I've ever fed lettuce was to act as a trap for some pest snails I had - put the lettuce leaf in, wait for them all to climb aboard, then lift them all out
After about 30 hours, all the romaine lettuce is gone! I only put one leaf in, but they ate all of it! not a trace of it anywhere....... they must really love it haha.
You put the veg in boiling water briefly (I normally do it for a minute or two depending on what it is) then dunk it straight under cold water. It effectively stops the cooking process.