I highly advise not using feeders/ rosies. Rosies and feeders carry many diseases that if spread to your oscars takes a lot of time, money for medications, and a lot of effort to ween them back to health.
The only way I would recomend using feeder fish the safe way would be to set up a 30-55 gallon tank and keep just goldfish or roises. Use this tank as a quaranteen. Over a 3 week peroid, the weak and probally diseased ones will die off.
Feed these feeders tiny pellets ment for Oscars-- i.e. Hakari floating pellets, or the generic kind.
Still the best diet for a Oscar is a varied diet consisting of, nightcrawlers/ fishing worms, Crawdads, Crickets that are store bought, uncooked market fresh shrimp,
Bloodworms, Superworms, and the main diet staple should be Hakari Floating pellets. All the other foods I listed should only be fed as treats every so often.
Your oscar will not go hungry. Eventually they will eat. They sound pretty tiny.
Start them off with some flake food. They should start to take that. Then buy some floating pellets that will fit in their mouth. Being juvie oscars you should feed them small portions 3 times a day, once they get 6" feed them twice a day, within a year they should be around 10"-12" growing at 1"-2" a month at this point feed them once a day.
As for clinging on to eachother. It's perfectly normal. My 2 Oscars like to do that until I turn the lights on then they tend to lip lock and chase eachother the rest of the day. You will see a lot of personality start to emerge from these soon to be monsters!
Hope this helps!