Native marine prawn
The majority of life which is likely to be of interest to the aquarist and found in rock pools is predatory in one way or another. Some animals feed on the tiny copepods and other small creatures and some prey on small fish and finally there are some algae eaters too.
Obviously it is extremely important that you know what an animals diet is if you take it to keep in an aquarium and that you can fully meet its needs. It is also equally important that you realise that some fish will eat larger crustaceans like shrimps and small crabs and that you don't accidentally try to maintain predator and prey in the same aquarium.
The best and most convenient source of food is to buy marine frozen food from an aquarium store. There is an whole range of types and sizes and there is something that will suit anything that you find in a rock pool including the vegetarian options. This is also a very safe type of food and extremely unlikely to introduce any disease.
There is an even safer option of frozen food which has been gamma ray sterilised. This type of food is guaranteed to be completely safe and free from diseases and parasites.
Collecting wild food, this is a poor option really because you can't guarantee a steady supply, in bad weather for example or at the different times of year. There is also the constant threat of adding parasites or disease. An exception to this is seaweed, a surprising number of fish and inverts will relish some tender green seaweed.
Prepared food, flake pellets ect. The majority of rockpool fish won't accept this type of food but one or two love it, mullet fry will absolutely thrive on it and so it is worth offering it now and again if you keep fish which do accept it as it contains a lot of minerals and vitamins and adds variety to the diet. It shouldn't be relied upon though as the main staple diet.
Under the animal welfare act It is illegal in the UK to use live vertebrates as food for other species. This means that if you keep a predator like a sea scorpion you will have to be patient and train it to accept dead food. This can be done and I have done it, if a dead fish falls very close to the fish it will learn to take it on the drop or from fingers if the dead fish is gently moved from side to side near the scorpion fish. A well fed predator is less likely to go hunting too