Yep, it's a bloodworm. Dead easy to find in the UK, most pet shops will sell them; they're a popular fish food. They're big in comparison to the larvae however; I only fed bloodwoms to mine quite late in the larval stage.
Still struggling to find food? I remember seeing established cultures of microworms on ebay a while back. Some pet shops might sell live Daphnia, but I'm certain they're mostly too big for recently hatched larvae. There might be smaller, younger Daphnia in there; but I found that even the most developed larvae had difficulty swallowing Daphnia of a normal size.
Feeding becomes less of faff once the larvae have grown slightly. Best of luck with them anyhow.