Orange Eyed Blue Tiger Shrimps and a Question!

I just obtained these cute lil guys and they're sitting in quarantine right now! They're so fun to watch.

Question - I want to turn my 125 gallon into a peaceful community and add them in! My filter is a fluval fx5 and I'm a bit worried I'll lose them and/or any small fish in there. I've stretched a bit of hosiery over the intake, but it's causing lil tiny particles to not be filtered out and I'm not fond of the aesthetic of them floating around.

Is shrimp disappearing into the filter a valid concern or am I worrying to much?

I wrapped a sponge over the filter intake and zip-tied it on -- seems to be working so far! It allows more water through than hosiery and still prevents the lil guys from meeting their doom!

Do you think the sponge I attached will suffice? The adults seem safe, but I'm not sure about babies.

Currently the shrimp are alone in a quarantine tank, so they're not in danger of being eaten at the moment. I'm not decided on other tank inhabitants, but otos are on the list! I also have a medium/large sized pleco that I feel would probably ignore them since he's ignored all the other itty bitty critters I've had with him in the past.