You can do one of two things to get more nutrients to your fish. I am a big fan of plenty of variety for my fish, but I'm sure that I spoil mine more than is necessary.
First thing you can do is buy commercially prepared vitamin and supplement liquids made for soaking food in prior to feeding. You can soak your bloodworms, krill and seaweed in these solutions.
The other solution is to break the fish's habit of being picky. This usually works, but my Jack Dempsey had more willpower than I did! You stop feeding the fish (everyone in the tank for 2 or three days. This should be fine if they've been eating well up till then. You can even go longer without harm. After 2 or 3 days introduce some basic all-around good staple foods, leave it in the tank for a while to let the fish get used to it. Most fish will go straight for the food, but sometimes you have stubborn fish (my Dempsey). If they except it fine, keep offering that food often, while cutting back on the other foods for a while, then slowly introduce them again. If the fish doesn't eat the food this time, wait another 2 days and re-try. If it doesn't eat, you should give him something of his choosing to eat the next day, then start over. It's a game of chess, and one way or another the fish looses. Either you get him to eat the previously undesireable food, or he dies.....either way, he looses this bout.
My Jack Dempsey who did not give in to my attempts for 2 weeks, continued thereafter (as before) to eat only 2 or 3 times a week either frozen bloodworms or krill. He seemed to be fine (good colors, not sunken stomach, etc) but after about 2 months I introduced new fish and he ended up dead. I'm not sure whether his immune system was lowered or not, but he was the only one to go, and he was the DOMINANT fish! It could just be that he couldn't take whatever disease they may have had, but I just don't have enough experience with this to draw conclusions, yet.
Just for the record, I have heard that JD's get a little pickier and more reclusive sometimes when they get around 6", and he did just that!