You can feed any vegetable, but blanching them in boiling water first will cell structure so that the shrimps and fish can eat them more easily. You can feed unblanched vegetables, but it will take a lot longer before the veg is soft enough for any shrimp or fish to start eating. By which time the veg is already rotting and would have lost most of it's nutrition.
Cucumbers are mostly water, and is less nutritious than say a carrot or Zucchini. You can also try spinach, potato, capsicum, ... virtually any vege you and I can eat. Just blanch them in boiling water for 3-5 minutes first.