Mine have never shown an interest in floating bugs. Brine shrimp are all right, though not the best. Daphnia are pretty decent, as are scuds if small enough. You can try offering them frozen meaty foods though--unlike many other puffers, dwarves don't require as much crunch in their diet to maintain their teeth. They will take to prepared foods fairly readily (at least, all 5 of mine have).
For bugs--you have to make sure no pesticides have been used. If so, don't bother, any bugs you might find will be contaminated and possibly lethal to the tank. Otherwise--early morning and late evening are the best times. Under rocks, millipedes and such. The underneath of leaves, and the tips of grass are frequented by bugs. Keep in mind that you'll need small things--the puffers often won't go after bigger food items. And, you'll need to remove anything that drowns before they decide to eat. IMO, more work than it will be worth for dwarves.
