Harlequin Shrimp are very pretty, but definitely not a beginner shrimp to try breeding.
If you really want to breed shrimp, I would recommend starting out with Sexy shrimp, Peppermint shrimp or possibly Monoco shrimp if they become available in the US. The Sexy and Monoco shrimp have pretty darn short larval cycles and the peppermint shrimp breeding procedures are well documented.
It is always best to walk before running and you avoid the very hairy (and somewhat moral issue) of using live sea stars as food.
BTW...they will eat tube feet from other sea stars, not just linckia which shouldn't be collected for any reason (high mortality and extremely low survival).
Brian