I've found that feeding the buggers is quite easy. Take yeast (like you use for baking bread). In about a tsp of luke warm water, add 10-15 GRAINS of sugar, 5-10 GRAINS of yeast. Let sit until it gets cloudy and a bit foamy. Add this to up to about 5 gallons of water with brine shrimp. It will cloud the water, and the brine will feed happily on the yeast.
Feed them about every other day. Make sure the water stays brackish to marine--1.016 to about 1.022 worked fo rme. Sudden temperature changes are very bad, and will kill most of them off. I never heated my tank, and had no problems, though they grow slower than if you heat the tank. The reason I didn't heat is to reduce evaporation and salinity spikes.
I agree, though--there are easier live foods to raise. Vinegar eels and microworms have replaced live brine for my killifish.