I think a mixture of frozen is fine. You could also soak it in Selcon to add some amino acids, vitamins, etc. I also sometimes feed grated frozen squid, clams and shrimp, for a little variety.
I like to try to get the fish to eat dry food, just so I can leave them for a few days with an automatic feeder. I found the ones that don't eat pellets will eat freeze-dried mysis if they have to.