You can feed them almost anything and they will grow big and fat....bread crumbled into little balls, lettuce, (I have once seen on tv a cheese maker feed little cheese balls to his bluegills), a tub of 100 small meal worms for $1.50( I find that feeding meal worms leaves a lot of mess in the aquarium...the "shells" from the meal worms gets discarded and float around in the tank and also clog up your filter fast....
You can also take a dip net with micro mesh and scoop up some weeds in a pond and then shake it in a bucket of water...you will dislodge a lot of SCUDS....little crustaceans....high in protein...they are also excellent bait for panfish...possibilities are endless....by the way...where did you get your bluegills?
A bluegill bully will emerge soon...and peck at the rest of the fish....