I use bloodworms occasioanlly.
Its not something i would feed reguarly but i do give frozen Bloodworms maybe once per week. I have found that some fish that are difficult to get feeding yet the movement or these worms through the water does spark curiosity and makes them more enclined ot try a bite or two. (Doesnt work all the time of course).
Dont make is a regluar feed though as its not really ment for marine tanks (but fish do seem to love it)