If the shrimp(let) can fit into the mouth of the fish, the fish at some stage will try to eat it.
This is what happened with my Rainbows, while they were small they ignored the shrimp, once they got big enough to eat them, they just wiped them out. But I have never owned Celestrial Pearl Danios.
I have cherrys and CRS in a tank with Harlequins, neons and Emperor tetras (kerri) and have no problems. They will eat the very small shrimplets given a chance but totally ignore the teenage/adult shrimps. If I clean out the filter and chuck any shrimplets back in the open water of the tank then they will be toast, but they don't pick them off of leaves/the substrate etc. Just provide plant cover and moss and maybe a coconut cave and you'll not have problems. The only fish I have had that will actually hunt them out to eat them were dwarf cichlids :?
I keep Cherry and Crystal Red shrimp with Celestial Pearl Danios and Mosquito Rasbora and don't have a problem. That said, I've heard different reports from other people, so it seems to be luck of the draw.