I feed them to my wrasse, but they're a great cleanup crew and they're known to eat the pest aiptasia.
To catch them, you do dip between the rocks, where there are pockets of less turbulent water. You can not use a large net. You need to use a small net; the one we use is about 2ft long, and the net itself is about 6x10in. You can get them at Academy for about $8. There website is down so I can't show you what they look like, but the "head" is made of thick aluminum bar stock, which is actually ideal because as you dip the nets between the boulders, you drag them up against the rock face. The metal head protects and prolongs the life of the net.
The shrimp are most active right after sunset.