Well, ultimately it depends on the size of the octopus. A 1/4" mysid is pretty tiny! We're feeding them to baby cuttlefish that can fit on your pinky fingernail. If you were rearing very, very young octopus it would be appropriate, but I'm sure any that you could find on the internet would be too big for mysids.
The point here is that to know what is appropriate sized feed, you have to know how big your octopus is. Other live food include shore shrimp, Palaemonetes vulgaris; and the fiddler crabs you already know about. If you live in a coastal area you can probably find a lot of good live feed on your own at bait shops.
Dan