A lot of seafood that's safe for human consumption is treated with STPP, a preservative that helps to maintain moisture (I think it adds water weight as well, so sellers make more money). I think it's the cause of the soapy feeling when rinsing frozen shrimp. Recently I've seen more places advertising "not treated with STPP" on their shrimp.
Fortunately, in my area many stores sell "sushi-grade" fish including tuna, salmon, and other salt water fish. Most are flash frozen to kill parasites and are generally safe to feed nems. My go-to choices are wild salmon and "maguro" aka bluefin tuna.
Recently I've been getting lazy and just shooting my gigs squirts of LRS Fertility Frenzy, because I feed it to my clownfish pairs. I also used LRS Fish Frenzy. Seems to work well and both foods include many different types of fish and other quality ingredients.