Have been introducing mollies to my reef - Biggest issues have been salinity acclimation and flow. Slow transition has actually been really tricky - in my hands, nitrifying bacteria have a hard time adapting to the change in salinity, and my salinity transition tank had some persistent nitrite issues, despite being fully cycled when it held freshwater. This really stressed the mollies, and I attribute one loss to this (despite W.C. and adding Seachem Prime).
Flow was another huge issue - I introduced some fry that I raised at reef salinity (born from the originally transitioned parents), and added them after 1.5 months of grow-out. They all perished... I think the flow was too much, and they were picked off by hermit crabs. Never found some of them.
I'd recommend doing a bucket salinity acclimation with a drip line, heater and airstone. Doing this over the course of 12-24 hours, adding seachem prime or another detoxifier is ideal. Then, add them in an acclimation box/sump/low flow area so they don't get totally brutalized.
Re. whether they eat algae - Mine haven't touched the GHA, but do pick at the rocks quite a bit. They're fast eaters and out-compete my clowns in the DT, but may go for algae if you get em hungry enough in the frag tank.