No problems with having them with the koi at all... Our koi have never once bothered the mosquito fish we have and the mosquito are usually in the thick of things when we feed the koi. The mosquito fish in our pond thrive.
One thing i have noted and find very interesting to watch is that they almost have a daredevil nature to them and love fast currents or moving water, some of the younger, smaller ones even love "playing" with the pond skimmer we have.