I've used Zebra Danios many times as dithers with large cichlids. As long as you have a school of them, they will be fine, especially with big dumb fish like Oscars. The Oscar may catch one from time to time but they cost like 20 cents. They're very fast, they school well, and they look nice in a large tank when they school.
Zebra Danios are classic dither fish and have been used by many people for a long time for this very purpose.