marinating them in hopes that they injest some of the vitamin before feeding. Grins pointed out the other day that some people are attributing a nutrient spike in their tank to Selcon use. I personally haven't seen this in my own but then I have a lot of nutrient export. I just add the selcon to the food, let it soak and feed with a turkey baster.
What you can do if you are scared about increased nutrients in your water column is let them soak in the Selcon and then drain off the excess water by using either a shrimp net if they are large enough, or two coffee filters if they are small and then just put the live food into your aquarium.