Certain foods will lose a large portion (50-66%) of their vitamin B1 content if frozen for extensive periods (6-12 months.) Using frozen foods as a treat, while using nutritionally balanced pellets as a staple, should work fine.
As long as you are getting the correct vitamins into the fish, there shouldn't be issues, but you just can't count on getting 100% with a frozen source. The more frozen food is in the diet, the longer the food was frozen, the more you may want to look at supplementing the diet.