You can either feed hoppers or small adult female mice. My hatchling has been doing fine on small adult female mice, a lot of breeders skip right over feeding hoppers and go straight to small mice. It's pretty hard to find places that sell live hoppers but if you can, go for it, if not, small mice work fine too.
Give the baby some time to settle in, check out the care sheet on this site and make sure you have everything right. You could try in about a week and see how it goes.
I would suggest feeding in the tank, not a separate feeding cage as you want the baby to get on a good feeding schedule without any un-needed stress.
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