I don't know if this will apply to fish and you probably could do a better job gut loading them then I did, but way back when I kept dwarf cuttlefish I had some issues with ghost shrimp. I usually fed them shore shrimp. They looked exactly like ghost shrimp but they were full marine and require no acclimation and lived for months without issue. You of course will have to order them and they are more expensive then ghost shrimp.
To save some costs I fed them ghost shrimp from big al's. The ones that ate ghost shrimp did not grow as big and lived somewhat shorter lives then the ones that ate shore shrimp. In the old days they use to always say don't feed freshwater creatures to marine, but considering PE mysis are freshwater and one of the best foods out there that pretty much throws that theory out.
Here is where I got them from