I feed my fish a mix of bloodworm and frozen shrimp. The pleco gets an algae wafer as well but will chew on the shrimp as well. All of my other loaches (Clown, Yo-Yo, Skunk) love the bloodworm as well.
I also feed bloodworms maybe once or twice a week. They love it. I did read an interesting article in aquarium fish though last month. That bloodworms can cause an allergic reaction in fish and in humans. So not to sound like like your mother but wash your hands after handling them. Hey, thats what the book said.
Blood worms are lower in protean than say, tubefex, and are harder to digest for some fish. If a fish stuffs itself with them there is a chance they will block the digestive system, which is obviously a problem. If you have a fish that is not eating they are quite tempting but I have stoped feading my fish blood worms