+1 to dave, though I do think a half dozen mysis shrimp are work a few hundred copepods, just based on size.
I would try and do both. The sump with less rocks would be ideal for more equipment down the road if you want.
Also look up copepod motel (or hotel or apartment or something like that) the idea is basically to grow pods in small removable units (filter bag glass jar with holes filled with rock rubble or chaeto) and have one or two in the tank and extras in the sump or HOB and change them out every few weeks. Saw this really cool post about someone that used a blow torch to melt holes (smaller than the fish) in clear glass bottles and filled the bottles with chaeto and just left those in the tank. Idea was cool but the DIY effort seemed excessive.
You can also buy food for the goby. Bottled copepods are helpful (very expensive though) as long as you get the right ones (tigerpods for example are a cold water species of pod and are no good for your setup i would imagine). Nutrimar Ova is fish eggs and is relatively inexpensive and is used by ORA to start training their dragonets to eat commercial food. I have had luck with brine shrimp soaked in garlic, mine now eats mysis, though no pellets or flake. Take a look at the Foster and Smith live aquaria website. Their live food brand explains the type of food you would need, though the LFS probably sells it too.