I include frozen bloodworms in my mix of frozen foods for my saltwater fish. The mix I make includes, PE mysis shrimp, bloodworms, live blackworms, brine shrimp, LRS Fish Frenzy (which has lots of protien). I also feed Spirulina flakes and nori.
I started using them when I got a Mimic Valentini Puffer, which is a Filefish, not a puffer at all, but it looks almost identical to a puffer and mimics that look as the puffer is poisonous. So, it would not eat frozen at all - wasn't eating. I got live blackworms and it loved those. Problem is I could not grow the blackworms fast enough to keep up, so I tried some frozen bloodworms and it loved those too. Wouldn't eat shrimp or other frozen, just worms.
Some people will say that you should not feed SW fish bloodworms as they are not marine creatures. Well, PE mysis shrimp, brine shrimp, and blackworms are not marine organisms either. As long as you don't make bloodworms the only food you feed, you will be fine.