SanDisk Wireless Stick & VLC

[macwizard3]

I just bought a SanDisk Wireless stick (USB) that allows me to connect wirelessly to my iOS devices to play back videos.
The SanDisk Connect iOS app has its own built-in video player, but it does not support subtitle files (.srt).

Their advice was to use the SHARE menu in iOS to send the video to VLC or other 3rd-party video app that can support subtitles. I tried looking at the SHARE menu, clicked the ". . ." for MORE, but none of the several 3rd party video players are listed as options to "open with".

Can anyone help me with this?? I've also contacted SanDisk to tell them the same thing (cannot use "open with" as none of the 3rd party video players (nor iTunes) shows up as an option to add to the menu.

Thanks!!