I have the best results just feeding my juvenile nightcrawlers/Earthworms, but others can get their axolotls to eat salamander pellets as part of their diet.
There are some fish foods that have enough protein to be snacks for an axie, like "bug bites" fish food. I have yet to try it, but I have heard that other owners have fed it as a treat to their axolotls. Then of course you can offer frozen bloodworm cubes, which Axolotls seem to be obsessed with.