They eat baby algae, not fully grown algae. they also really like brown diatoms.
You could set rocks in water in the sun to grow algae on them, and then move them into the tank, or keep driftwood in your tank, it seems to grow algae quite readily.
Also, you could feed them zucchini. I feed mine zucchini, first I put a slice in a bowl of water and microwave it for 30 seconds. Then I wedge it in a rock, near the driftwood. They love to hang out on driftwood. Or you could tie it to the drift wood. But don't leave it in less than a day, nor more than 3 days.
I've also heard that if you freeze the slices, you don't have to microwave it. I'm trying that myself. I froze some slices today, individually in some press and seal wrap, I'll tell you how that works in a few days. The next slice I use will be a frozen one.