i give mine a weekly treat of home bred maggots, they wolf them down and have great fun searching for them on the bog wood etc (maggots seem to stay alive underwater for a fair while!)
as their 'basic' staple diet they are fed hikari cichlid floating pellets mixed with floating pond sticks and reptile food (dried bugs and fish)
extras include chopped veg (cucumber, potato, corgette, green beans, sweetcorn, peas, cauliflower, brocolli, chicory and whatever other veg i have at the time)
once a week they have fish (either home bred live guppys/platys or fish from my pond, they really enjoy some tadpoles this spring! if nothing is available they'll have fish from our freezer (pangasius fillet or pollack) or tinned fish (sardines or tuna)
as a monthly treat they get hotdogs. i know i know not ideal but how can you resisit their faces when they see the kids eating them? then they start begging and splashing about, so when its time for the kids monthly hotdog treat, the oscars get one too