You do have a good point. I didn't even bother to research frozen fish. I will only feed live prey.
Unless you breed your own fish or crayfish or anything else you will never really know what your frog is ingesting.
But consider if fish and other store bought aquatic feeders are know for parasites, then crickets earth worms and many others carry as well. With that said breeding your own supply is the best way regardless of what it is. I would even consider breeding mice if they weren't so disgusting. I am a dude and i find very few animals disgusting but rodents are definitely one of them.
I didn't think you were criticizing. I just wanted to enlighten you on my findings. Mice however should also be a concern. Even captive breed are capable of carrying far more parasites and disease then almost anything else you can find in a store that your frog would eat. But remember when buying for the stores your chances of encountering anything is very low. And that goes with most everything. But i have seen stores that i wouldn't ever consider buying from.