They're fairly easy. They seem to take longer to acclimate than other species of Corydoras, but once they're in they're fine.
They'll eat pretty much anything that fits in their mouths, which to them are quite big, but in fact are very small. Mine try to eat all sorts they cant fit.
I have them in with Panda Corys and i was feeding bloodworm every few days. I've had to switch to mini bloodworm on account of finding one Pygmy struggling for air at the top with a large bloodworm hanging from its mouth. I managed to net him and whip it out and he's been fine since. They also get flake, tetra prime mini and anything else i feed the other corys.