I wouldn't recommend it. At least not all the time. I guess depending on size, as long as they are not too big.
Their shells are really hard and you should break off their pincers. If your breeding them, why not pick out the newly moulted cray's and feed those. That would be better.
As far as the red shrimps, I guess that would be better but the red from the shrimp will not go to the fish. Ghost shrimps will do the same thing.
Not sure how big your arow's are, but to feed that to my XB gold, I would need a few hand full's for each feeding. Not sure you can produce enough.
I like to keep it simple, (HIKARI, of course) floating pellets and massivore all the way, it's nutritionally complete and a balanced diet.
But thats just my preference, feel free to do what you like.