Crayfish need to have a sinking pellet food as a staple. Sinking shrimp pellets are perfect. They also like to eat vegetables as well as any decaying matter. Since fish eat shrimp pellets too, make sure you drop enough of the pellets around the crayfish's hiding place that he can get to them. He may also eat some regular fish food flakes if they make it his way, but this is not enough for him.
When it comes to veggies, they can eat cabbage leafs, zucchini medallions, or shelled peas.
They can also eat some frozen foods, such as daphnia, blood worms, frozen fish, and brine shrimp.
Cooked chicken can also make for a great occasional treat.