I have 3 CPO's, 2 male, 1 female (was supposed to be the other way around) in a 20L with some guppies and swordtails. There are also numerous species of snails and 1 RCS in that tank as well. I have noticed some frayed fins on my male guppy's tail, but I do not think I have lost many, if any, fry. I have never SEEN them go after a fish however, so it might not be them. I have seen swordtail fry nibble at the crays, who do nothing but go about their business. They also have not eaten the shrimp, though the shrimp tends to stay in the "floating jungle" and the crays stay on the substrate, so it might be lack of opportunity. I HAVE seen them trying to eat my baby apple snails with varying degrees of success. Also, my LFS had them stocked in the same tank as juvie dwarf cories and my female gladly snagged a healthy live baby cory and proceeded to eat a hole in it. That was the day he got them in and hadnt fed them yet, so she was probably just very hungry.
IMO, I would not house them with slow moving fish, fish with long fins, or bottom dwellers of a similar or smaller size. Also, since they stay so small, you have to be careful of fish that will pick on/attack them as it can be very stressful for them. Keep them well fed and provide plenty of hiding places (at least 2 per cray). The males are territorial and even in my 20L my two males fight sometimes, though neither have been injured from it.