For feeder foods, you have a few options. I feed my octopuses fiddler crabs that I get shipped from Florida each week. I store them in a separate tank that is on its own system (crabs are really dirty and I don't want them on the same system as my octopus). You could also do the same with any species of crab. If you are close to the water in Massachusetts you can go crab hunting yourself! Between August-April is a really great time to find Asian shore crabs all along the rocky shoreline (I have done this very same thing myself). You have to be a bit careful when harvesting crabs from the wild because Massachusetts has some guidelines on recreational crab fishing, which you can read more about on their website here.
If you don't want to feed live foods you can also feed frozen shrimp. The kind you can get at the grocery store should be acceptable (you may need to remove shells/tails depending on how picky your animal is). Otherwise, you can source shrimp from a restaurant distributor, but they don't always sell to hobbyists. Training your octo to eat frozen food can take a few weeks, but once you have gotten them to eat off of a stick they will be happy to eat that way for the rest of the time you get to spend with them.
I'm sure other members have more experience feeding frozen foods and could weigh in with their opinions as well.
Are fiddlers too big for a Pygmy octo?I’ve done live fiddlers in their own set up, as pkil