Mine eat regular commercial pellet-stuff, but I'll give pretty much anything as treats - fruit, nuts, bits of meat, even cat treats, and they like it all. Make sure you don't give anything citrus-y to the males, though, those are carcinogenic.
As for pocket-transport, you'll have to (carefully!) try and see. Turnip loves being in my bathrobe pocket; he'll peek outside if I'm doing something fun like cooking, the rest of the time he just naps curled up at the bottom. Plumcot on the other hand freaks out if I so much as put him near a pocket; his vehicle of choice are shoulders