I have a very similar species of shrimp called a Riffle Shrimp, which is also a filter feeder, for mine I give the tank a sprinkle of first bites fry food every so often. The shrimp also get a mix of tropical fish flakes, various crumbles and mirco pellets, which seems to suit them fine.
Mine only ever leave the hidden safety of the large clump of java fern when I actually remove the fern and the log its attached to, but this is understandable since the java fern is situated in prime place in front of the HOB filters return, so the shrimp have lots of water movement around them and can filter the water that has just gone through the filter and pick up anything tasty that was missed.