I was wondering the same thing so I went out and got four ghost/glass shrimp to see how the danios would react before I spent more $ on other types of shrimp. I got them for only .65 cents compared to $4.99 for cherry shrimp. The danios don't bother them really, maybe the odd peck once in awhile, and the shrimp are not all spooked into the shadows at all. The shrimp have plenty of caves and plant to hide but they still roam most the time.
I don't really know alot about shrimp, but I think glass shrimp are bigger than cherry shrimp. I'd maybe buy a couple and see if they work with your danios, then spend a bit more on cherry shrimp. Just my opinion.