Yep, and mine goes crazy over earthworms and such as well. I make some food myself at times which I can freeze.
Apple I have never tried yet, that's a good idea!
Thinking about it, there is probably not that much Oscars wouldn't eat, they just shouldn't get everything. I heard many ppl recommend Hikari Gold as a good food when it comes to cichlid pellets.
Wait till your Oscars grow bigger, then the splashes get bigger as well
Oh and welcome aboard!
Edit: I was too slow again and vbaby02 beat me to it