I don't like the idea of feeding frozen foods frozen -- they should be thawed, IMO. Fish are cold blooded, and having a chunk of frozen material inside of you can't possibly be good when you can't generate heat. I strongly think they should be thawed a bit first.
If a food is breaking up, or is just frozen liquid, the fish aren't able to get much nutrition out of it. The best suggestion I can offer is to change to another brand.
Some foods, the directions state to throw it in frozen -- a lot of Omega One foods are this way (though they hold together when lightly thawed).