When you talk about "injecting" the embryos with the DNA of jellyfish and anemones you're over-simplifying a complex process. The snippet of DNA that causes one of these organisms to express these vivid colors is parsed out of the DNA and inserted into the DNA of the subject animal (zebrafish, clawed frogs, axolotls). The position of this implanted DNA in the genome determines what effect will be expressed. In one case of clawed frogs, the genetic modification is intended to allow scientists to study the frogs retinas. I'm sure they're using these animals for other purposes as well.
While researching this subject, I learned, also, that scientists using this method have begun to use Xenopus tropicalis instead of Xenopus laevis because the former is diploid (has two sets of chromosomes - one from mom and one from dad) and the latter is tetraploid (has four sets of chromosomes - two each from mom and dad) This feature of most Xenopus species makes them difficult to study from a genetic standpoint. Xenopus tropicalis are about a third the size of X. laevis, by the way.
As to whether these particular frogs are dyed or genetically modified I have seen two pictures which show significant differences between the two. The ones photographed in the original message seem to be GM.
While I am intrigued by genetically modified species because of their value to me in my genetics classes, I am adamantly opposed to the tattooing and dying of species for the pet trade.
