From my limited experience with them, about the best thing to do is put them in a cage and put it in a dark place and not even look at them for at least 2 weeks after capture. After that offer live small snakes, then work over to pinkies. Sometimes putting them in a gallon jar (with air holes of course) with a pinky and a little bit of sand and leaving them overnight works (got this advice from Randal Berry). I didn't have to use the gallon jar trick with mine. Corals are usually laid back, but don't let that fool you. The first time you see one chase down a baby Thamnophis or other small fast snake you will be amazed. I remember watching mine chase one for the first time. from the prey snake entering the cage to the coral chasing it down move for move and then passing the Thamnophis and then biting it square on the head was probably under 2 seconds. My texas coral would literally play tug of war with you for a pinky. I've had many people act as if I was telling a fib, so here is the photographic evidence.
