I'm no longer convinced that you actually need to "train" Doryrhamphus species on Mysis. I had most going after them right from the start. At the most they needed to see other fish eat them.
I have at this point the following Doryrhamphus:
7 of D. excisus, Africa, 3 pairs, 1 male
2 of D. melanopleura, Indonesia, pair
1 of D. paulus, Nicaragua, male
2 of D. janssi, Indonesia, 2 males?
All take frozen Mysis from the water column. Some also pick them of the ground.