Deb has had success with organic Romaine lettuce for a long enough time that I am comfortable recommending it for the sticks she has. Deb did you get Indians or Pink-wings?
One of the advantages to Indians is they eat Ivy which is a year round plant in milder winters, but also can be raised indoors. You can get it at garden centers.
I am incubating 3 more types of sticks, and have one hatching now, that eat Ivy due to it's availability.
Some species that eat Oak leaves in the summer will eat frozen oak leaves thawed out and put in their cages.