[Finwe]

I think that for the Ainur, just as assuming a fana wasn't necessary to "walk amid the living," they also didn't really need to eat or drink in their "unclothed" forms. They probably drew on the Flame Imperishable as a sort of energy source, take Gandalf as an example. When he says that he is the Wielder of the Flame of Anor, I'm assuming that he is talking about the Flame Imperishable mingled with the Light of Valinor (which we know is used as a sort of weapon by the Calaquendi, like what happened at the Ford of Bruinen with Glorfindel (the whole white/shiny thing)). He must have used the Flame Imperishable as a sort of energy source to "fuel" his fight with the Balrog. Each Maia probably has a different capacity to draw on that, the more powerful ones can draw on it more, and the lesser ones can't draw on it as much. Perhaps that explains their apparent lack of need of sustenance.