I use freeze dried black worm, which are quite high in protein and quite nutritious. They are available from the Australian Black Worms company (I think there are some on eBay, in case you don't want to pay the outrageous postage costs) and are very good value for money. I have used them to condition various cichlids and egg layers for breeding, so I can vouch that they really do work.
My experience is that the more variety, the better, so I always aim to feed a wide selection of foods to all of my fish.