If you knew the FM was eating them I would say keep it up. My Sal and RD love sinking shrimp pellets.
opcorn: However I know they are eating them because most of them don't even make it to the bottom of my tank. If it is taking your FM a very long time to eat them, leaving some uneaten, or you think it might not be eating them, then I would say don't use the sinking shrimp pellets (does that make sense?). The reason I say this is because uneaten food is bad for your water.