Which food did you get exactly? If jungle labs brand, here's some info about it I copied from the web somewhere, to start with:
Anti-Bacteria contains sodium sulfathiazole and nitrofurazone to help control internal bacterial infections as well as external infection, open sores, ulcers, columnaris and fin rot. Anti-Parasite contains metronidazole and praziquantel for internal parasites including flagellates, trematodes, cestodes, hexamita, intestinal worms, and nematodes. 1 oz.Suggested Use: Anti-Bacteria Feed exclusively for 5-10 days; Anti-Parasite Feed exclusively for 3 consecutive days a week for 4 weeks.
Looking at that, I don't think that feeder fish idea is so great. Both above mentioned foods contain antibiotics I think (correct me if I'm wrong), and you don't want your fish to get too little of that because you some bacteria might survive, and then you end up with bacteria colonies resistant to antibiotics. Means the next time your fish would not respond to antibiotic treatment anymore.
Penn's idea is good, and if you can't find anything to put the small pellets in for your oscars to eat, I'd go for that soaking cichlid pellets idea. You could even soak the pellets, mix them with the medicated food then and add some gelatine along with as a bit of water (as little as possible). Then spreading that on some surface, and once it's not liquid anymore, you can take suiting bits of it and feed to your Oscars. It's the way you make your own fish food, I'm just not sure if it you can make bigger amounts and freeze it in this case because of the meds in it
They also said on that site that the food is good for prevention but I personally would never do that regularly with anything containing antibiotics - and probably neither with any other medication, thinking if we stuffed ourselves with whatever meds just so we won't get sick we probably would get sick from the meds then.
For preventive reasons, you could try feeding fresh chopped garlic for example, it's said to be not liked by many intestinal parasites and has a bit of an anti-bacterial effect as well. The fish won't smell like it neither, only your hands will