Small tads in particular enjoy tropical fish flakes. Sink em to the bottom of the tank.
When they are adults you will have to get a tank to house them. They can be fed on crickets. Vitamin powder(like Rep-Cal)...can be used for dusting the crickets every 4th or 5th feeding.
If your leo is to small for crickets, or if you can't find crickets smll enough, fruitflies may work. Bwe sure to vary the diet, and don't be afraid to try somethign else you've picked up off the petshop shelve.
Be wary of colecting bugs from the wild because they may be contminated with pesticides. Especially don't use fireflies or ladybugs, as they may be toxic.