I think you can sometimes get live blood worms from pet shops, but generally the frozen are considered a safer option less chance of introducing other parasites etc to your tank, although I think live tubifex worms are more risky depending on how they were produced or collected. I often find live blood worms in my pond (only when cleaning it, they are really well hidden) or if I leave a bucket of old fishpond water out in the sun with some old leaf litter in it the blood worms often appear and I'll see the blood worms actually congregated around the sides of the bucket. They are just the larval form of a midge and as larvea they eat rotting vegetation in the water, so I figure finding them in my pond(s) means I have a pretty rounded environment occurring for the fish in thier 1000L home. Love your little wild Cory's, are they always that pale or was the lighting just suddenly changed?
I also give my other fish and Cory's mosquito wrigglers as well, they always end up hatching in the same bucket of stagnet pond water and its heaps of fun watching the Cory's "bumble" on to the wrigglers hiding near the bottom and quickly snaffling them up while the guppies go on a mad feeding frenzy and the fighter has a cool slow steady hunt. Mozzie wrigglers are definantly worth giving to the fish partly becuase its a nice nutricious live food, cheap (well free really) and easy to get some happening in your own yard, but also to watch the fish tracking them all down. If you do try to hatch some wrigglers just be sure to use them all up over a few days other wise you'll have a mozzie explosion in your yard!